Soc. Generale Call 650 Novo-Nordisk AS 20.09.2024
/ DE000SW3QL70
Soc. Generale Call 650 Novo-Nordi.../ DE000SW3QL70 /
| 05/08/2024 09:32:46 |
Chg.-0.81 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.60EUR |
-23.75% |
-
Bid Size: - |
-
Ask Size: - |
- |
650.00 DKK |
20/09/2024 |
Call |
Master data
| WKN: |
SW3QL7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
650.00 DKK |
| Maturity: |
20/09/2024 |
| Issue date: |
20/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.03 |
| Intrinsic value: |
2.99 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.34 |
| Parity: |
2.99 |
| Time value: |
0.09 |
| Break-even: |
117.91 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.65% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
3.61 |
| Rho: |
0.10 |
Quote data
| Open: |
2.52 |
| High: |
2.60 |
| Low: |
2.52 |
| Previous Close: |
3.41 |
| Turnover: |
5,200 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.31% |
| 1 Month |
|
|
-40.09% |
| 3 Months |
|
|
-5.80% |
| YTD |
|
|
+76.87% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.44 |
3.07 |
| 1M High / 1M Low: |
4.34 |
3.06 |
| 6M High / 6M Low: |
4.90 |
2.39 |
| High (YTD): |
26/06/2024 |
4.90 |
| Low (YTD): |
02/01/2024 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.52 |
| Avg. volume 6M: |
|
1,226.99 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.26% |
| Volatility 6M: |
|
94.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
