Soc. Generale Call 1000 DSV Panalpina A/S 20.09.2024
/ DE000SW7ZHN1
Soc. Generale Call 1000 DSV Panal.../ DE000SW7ZHN1 /
29/05/2024 21:42:09 |
Chg.-0.170 |
Bid21:59:32 |
Ask21:59:32 |
Underlying |
Strike price |
Expiration date |
Option type |
1.230EUR |
-12.14% |
1.230 Bid Size: 3,000 |
1.320 Ask Size: 3,000 |
- |
1,000.00 DKK |
20/09/2024 |
Call |
Master data
WKN: |
SW7ZHN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,000.00 DKK |
Maturity: |
20/09/2024 |
Issue date: |
20/03/2024 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.54 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.21 |
Intrinsic value: |
0.52 |
Implied volatility: |
0.36 |
Historic volatility: |
0.27 |
Parity: |
0.52 |
Time value: |
0.94 |
Break-even: |
148.63 |
Moneyness: |
1.04 |
Premium: |
0.07 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.02 |
Spread %: |
1.39% |
Delta: |
0.64 |
Theta: |
-0.05 |
Omega: |
6.07 |
Rho: |
0.23 |
Quote data
Open: |
1.400 |
High: |
1.400 |
Low: |
1.230 |
Previous Close: |
1.400 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-12.77% |
1 Month |
|
|
-10.87% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.590 |
1.390 |
1M High / 1M Low: |
1.610 |
1.060 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.375 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.40% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |