Soc. Generale Call 1100 Pandora A/S 20.12.2024
/ DE000SW7WYL7
Soc. Generale Call 1100 Pandora A.../ DE000SW7WYL7 /
2024-09-20 9:44:29 PM |
Chg.-0.250 |
Bid9:54:37 PM |
Ask9:54:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.520EUR |
-14.12% |
1.450 Bid Size: 2,100 |
1.610 Ask Size: 2,100 |
- |
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: |
9.88 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.24 |
Intrinsic value: |
0.57 |
Implied volatility: |
0.40 |
Historic volatility: |
0.29 |
Parity: |
0.57 |
Time value: |
0.98 |
Break-even: |
162.98 |
Moneyness: |
1.04 |
Premium: |
0.06 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.03 |
Spread %: |
1.97% |
Delta: |
0.63 |
Theta: |
-0.07 |
Omega: |
6.23 |
Rho: |
0.20 |
Quote data
Open: |
1.730 |
High: |
1.730 |
Low: |
1.450 |
Previous Close: |
1.770 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-24.38% |
1 Month |
|
|
-2.56% |
3 Months |
|
|
+5.56% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.000 |
1.520 |
1M High / 1M Low: |
2.010 |
1.510 |
6M High / 6M Low: |
2.440 |
0.800 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.702 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.731 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.656 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
135.66% |
Volatility 6M: |
|
132.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |