Soc. Generale Call 170 Vestas Wind Systems AS 21.03.2025
/ DE000SW86K64
Soc. Generale Call 170 Vestas Win.../ DE000SW86K64 /
| 21/06/2024 08:59:05 |
Chg.0.00 |
Bid11:46:11 |
Ask11:46:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.61EUR |
0.00% |
4.54
Bid Size: 10,000 |
4.57
Ask Size: 10,000 |
- |
170.00 DKK |
21/03/2025 |
Call |
Master data
| WKN: |
SW86K6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
21/03/2025 |
| Issue date: |
18/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.06 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.39 |
| Parity: |
1.15 |
| Time value: |
3.58 |
| Break-even: |
27.52 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.03 |
| Spread %: |
0.64% |
| Delta: |
0.65 |
| Theta: |
-0.01 |
| Omega: |
3.30 |
| Rho: |
0.08 |
Quote data
| Open: |
4.61 |
| High: |
4.61 |
| Low: |
4.61 |
| Previous Close: |
4.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.36% |
| 1 Month |
|
|
-20.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.26 |
4.49 |
| 1M High / 1M Low: |
6.87 |
4.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.76 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.65 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
88.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
