Soc. Generale Call 170 Vestas Wind Systems AS 21.03.2025
/ DE000SW86K64
Soc. Generale Call 170 Vestas Win.../ DE000SW86K64 /
| 6/14/2024 9:36:56 PM |
Chg.-0.230 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.000EUR |
-4.40% |
5.010
Bid Size: 1,000 |
5.190
Ask Size: 1,000 |
- |
170.00 DKK |
3/21/2025 |
Call |
Master data
| WKN: |
SW86K6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
3/21/2025 |
| Issue date: |
4/18/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.81 |
| Intrinsic value: |
2.31 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.38 |
| Parity: |
2.31 |
| Time value: |
2.79 |
| Break-even: |
27.89 |
| Moneyness: |
1.10 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
0.59% |
| Delta: |
0.70 |
| Theta: |
-0.01 |
| Omega: |
3.44 |
| Rho: |
0.10 |
Quote data
| Open: |
5.200 |
| High: |
5.310 |
| Low: |
4.990 |
| Previous Close: |
5.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.93% |
| 1 Month |
|
|
-25.60% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.230 |
5.000 |
| 1M High / 1M Low: |
6.920 |
5.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.871 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
84.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
