Soc. Generale Call 800 Novo-Nordisk AS 20.09.2024
/ DE000SW3QMA6
Soc. Generale Call 800 Novo-Nordi.../ DE000SW3QMA6 /
| 2024-07-10 8:56:24 AM |
Chg.-0.22 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.27EUR |
-8.84% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
2.27 |
| High: |
2.27 |
| Low: |
2.27 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.98% |
| 1 Month |
|
|
-14.66% |
| 3 Months |
|
|
+48.37% |
| YTD |
|
|
+238.81% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
2.36 |
| 1M High / 1M Low: |
2.97 |
2.36 |
| 6M High / 6M Low: |
2.97 |
0.61 |
| High (YTD): |
2024-06-26 |
2.97 |
| Low (YTD): |
2024-01-25 |
0.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.70 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.75% |
| Volatility 6M: |
|
132.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
