Soc. Generale Call 160 Vestas Wind Systems AS 20.09.2024
/ DE000SU1VH26
Soc. Generale Call 160 Vestas Win.../ DE000SU1VH26 /
| 6/17/2024 10:14:34 AM |
Chg.-0.51 |
Bid11:19:42 AM |
Ask11:19:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.97EUR |
-11.38% |
3.78
Bid Size: 9,000 |
3.81
Ask Size: 9,000 |
- |
160.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SU1VH2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.35 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.38 |
| Parity: |
3.65 |
| Time value: |
0.71 |
| Break-even: |
25.81 |
| Moneyness: |
1.17 |
| Premium: |
0.03 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.69% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.76 |
| Rho: |
0.04 |
Quote data
| Open: |
3.97 |
| High: |
3.97 |
| Low: |
3.97 |
| Previous Close: |
4.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.32% |
| 1 Month |
|
|
-35.24% |
| 3 Months |
|
|
-33.61% |
| YTD |
|
|
-56.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.70 |
4.41 |
| 1M High / 1M Low: |
6.44 |
4.41 |
| 6M High / 6M Low: |
9.20 |
4.05 |
| High (YTD): |
1/2/2024 |
8.52 |
| Low (YTD): |
4/19/2024 |
4.05 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.58% |
| Volatility 6M: |
|
97.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
