Soc. Generale Call 800 Novo-Nordisk AS 20.09.2024
/ DE000SW3QMA6
Soc. Generale Call 800 Novo-Nordi.../ DE000SW3QMA6 /
| 2024-07-10 9:41:17 PM |
Chg.+0.100 |
Bid9:59:49 PM |
Ask9:59:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
+4.20% |
2.500
Bid Size: 2,000 |
2.610
Ask Size: 2,000 |
- |
800.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW3QMA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 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: |
5.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.21 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
2.21 |
| Time value: |
0.27 |
| Break-even: |
132.04 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.02 |
| Spread %: |
0.81% |
| Delta: |
0.86 |
| Theta: |
-0.05 |
| Omega: |
4.49 |
| Rho: |
0.17 |
Quote data
| Open: |
2.340 |
| High: |
2.490 |
| Low: |
2.280 |
| Previous Close: |
2.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.44% |
| 1 Month |
|
|
-9.16% |
| 3 Months |
|
|
+58.97% |
| YTD |
|
|
+275.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.590 |
2.330 |
| 1M High / 1M Low: |
2.980 |
2.330 |
| 6M High / 6M Low: |
2.980 |
0.600 |
| High (YTD): |
2024-06-25 |
2.980 |
| Low (YTD): |
2024-01-24 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.623 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.705 |
| Avg. volume 6M: |
|
153.150 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
98.60% |
| Volatility 6M: |
|
139.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
