Soc. Generale Call 800 Novo-Nordisk AS 20.09.2024
/ DE000SW3QMA6
Soc. Generale Call 800 Novo-Nordi.../ DE000SW3QMA6 /
| 9/11/2024 2:45:07 PM |
Chg.+0.230 |
Bid3:16:57 PM |
Ask3:16:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.300EUR |
+21.50% |
1.400
Bid Size: 20,000 |
1.410
Ask Size: 20,000 |
- |
800.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SW3QMA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
9/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.33 |
| Parity: |
0.99 |
| Time value: |
0.12 |
| Break-even: |
118.31 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.52 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
0.83 |
| Theta: |
-0.17 |
| Omega: |
8.74 |
| Rho: |
0.02 |
Quote data
| Open: |
1.060 |
| High: |
1.330 |
| Low: |
1.060 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.45% |
| 1 Month |
|
|
-19.25% |
| 3 Months |
|
|
-48.82% |
| YTD |
|
|
+96.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.420 |
1.070 |
| 1M High / 1M Low: |
1.770 |
1.070 |
| 6M High / 6M Low: |
2.980 |
0.790 |
| High (YTD): |
6/25/2024 |
2.980 |
| Low (YTD): |
1/24/2024 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.208 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.855 |
| Avg. volume 6M: |
|
3.101 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.11% |
| Volatility 6M: |
|
176.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
