Soc. Generale Call 1100 Pandora A/S 20.12.2024
/ DE000SW7WYL7
Soc. Generale Call 1100 Pandora A.../ DE000SW7WYL7 /
2024-06-14 9:36:06 PM |
Chg.-0.160 |
Bid2024-06-14 |
Ask2024-06-14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.390EUR |
-10.32% |
1.390 Bid Size: 2,200 |
1.470 Ask Size: 2,200 |
- |
1,100.00 DKK |
2024-12-20 |
Call |
Master data
WKN: |
SW7WYL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
1,100.00 DKK |
Maturity: |
2024-12-20 |
Issue date: |
2024-03-19 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.95 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.40 |
Historic volatility: |
0.28 |
Parity: |
-0.70 |
Time value: |
1.44 |
Break-even: |
161.85 |
Moneyness: |
0.95 |
Premium: |
0.15 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.02 |
Spread %: |
1.41% |
Delta: |
0.52 |
Theta: |
-0.05 |
Omega: |
5.04 |
Rho: |
0.30 |
Quote data
Open: |
1.560 |
High: |
1.560 |
Low: |
1.390 |
Previous Close: |
1.550 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-26.06% |
1 Month |
|
|
-40.60% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.850 |
1.390 |
1M High / 1M Low: |
2.400 |
1.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.652 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.952 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.76% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |