Soc. Generale Call 170 Vestas Wind Systems AS 21.06.2024
/ DE000SW86K31
Soc. Generale Call 170 Vestas Win.../ DE000SW86K31 /
| 2024-05-23 9:48:31 PM |
Chg.+0.040 |
Bid8:08:29 AM |
Ask8:08:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.120EUR |
+1.30% |
-
Bid Size: - |
-
Ask Size: - |
- |
170.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW86K3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.27 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.38 |
| Parity: |
3.06 |
| Time value: |
0.14 |
| Break-even: |
25.98 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.95% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
7.51 |
| Rho: |
0.02 |
Quote data
| Open: |
3.060 |
| High: |
3.510 |
| Low: |
3.060 |
| Previous Close: |
3.080 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.11% |
| 1 Month |
|
|
+13.87% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.250 |
3.070 |
| 1M High / 1M Low: |
3.970 |
2.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.148 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.047 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
192.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
