Soc. Generale Call 560 Orsted A/S.../  DE000SW94MN2  /

EUWAX
7/17/2024  8:58:45 AM Chg.0.000 Bid2:29:38 PM Ask2:29:38 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 60,000
0.020
Ask Size: 60,000
- 560.00 DKK 9/20/2024 Call
 

Master data

WKN: SW94MN
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 560.00 DKK
Maturity: 9/20/2024
Issue date: 5/9/2024
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 257.50
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.55
Parity: -2.36
Time value: 0.02
Break-even: 75.28
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 7.43
Spread abs.: 0.02
Spread %: 900.00%
Delta: 0.05
Theta: -0.01
Omega: 12.39
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -90.00%
1 Month
  -96.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.013 0.001
1M High / 1M Low: 0.043 0.001
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   624.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -