Soc. Generale Call 650 Novo-Nordisk AS 20.09.2024
/ DE000SW3QL70
Soc. Generale Call 650 Novo-Nordi.../ DE000SW3QL70 /
| 2024-07-10 9:50:37 PM |
Chg.+0.150 |
Bid9:59:44 PM |
Ask9:59:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.380EUR |
+3.55% |
4.370
Bid Size: 2,000 |
4.520
Ask Size: 2,000 |
- |
650.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW3QL7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.28 |
| Intrinsic value: |
4.22 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.33 |
| Parity: |
4.22 |
| Time value: |
0.14 |
| Break-even: |
130.73 |
| Moneyness: |
1.48 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.46% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
2.82 |
| Rho: |
0.16 |
Quote data
| Open: |
4.190 |
| High: |
4.380 |
| Low: |
4.150 |
| Previous Close: |
4.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.54% |
| 1 Month |
|
|
-5.40% |
| 3 Months |
|
|
+40.38% |
| YTD |
|
|
+202.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.440 |
4.150 |
| 1M High / 1M Low: |
4.910 |
4.150 |
| 6M High / 6M Low: |
4.910 |
1.540 |
| High (YTD): |
2024-06-25 |
4.910 |
| Low (YTD): |
2024-01-02 |
1.390 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.280 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.503 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.248 |
| Avg. volume 6M: |
|
11.614 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
63.13% |
| Volatility 6M: |
|
90.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
