Soc. Generale Call 170 Vestas Wind Systems AS 20.09.2024
/ DE000SW86K49
Soc. Generale Call 170 Vestas Win.../ DE000SW86K49 /
| 5/28/2024 2:38:29 PM |
Chg.+0.630 |
Bid3:36:45 PM |
Ask3:36:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.560EUR |
+12.78% |
5.560
Bid Size: 8,000 |
5.590
Ask Size: 8,000 |
- |
170.00 DKK |
9/20/2024 |
Call |
Master data
| WKN: |
SW86K4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
9/20/2024 |
| Issue date: |
4/18/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.91 |
| Intrinsic value: |
4.03 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
4.03 |
| Time value: |
1.04 |
| Break-even: |
27.85 |
| Moneyness: |
1.18 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
0.60% |
| Delta: |
0.80 |
| Theta: |
-0.01 |
| Omega: |
4.25 |
| Rho: |
0.05 |
Quote data
| Open: |
4.860 |
| High: |
5.820 |
| Low: |
4.860 |
| Previous Close: |
4.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+25.79% |
| 1 Month |
|
|
+41.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.930 |
4.100 |
| 1M High / 1M Low: |
5.090 |
3.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
