Soc. Generale Call 180 Vestas Wind Systems AS 21.06.2024
/ DE000SW13J65
Soc. Generale Call 180 Vestas Win.../ DE000SW13J65 /
| 2024-05-22 9:36:54 PM |
Chg.-0.130 |
Bid9:58:50 PM |
Ask9:58:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.030EUR |
-6.02% |
2.040
Bid Size: 1,500 |
2.230
Ask Size: 1,500 |
- |
180.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW13J6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-10 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.17 |
| Intrinsic value: |
1.68 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
1.68 |
| Time value: |
0.62 |
| Break-even: |
26.42 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
8.25 |
| Rho: |
0.01 |
Quote data
| Open: |
2.140 |
| High: |
2.170 |
| Low: |
1.870 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.52% |
| 1 Month |
|
|
-3.79% |
| 3 Months |
|
|
-7.31% |
| YTD |
|
|
-68.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.840 |
1.990 |
| 1M High / 1M Low: |
2.840 |
1.350 |
| 6M High / 6M Low: |
6.490 |
1.350 |
| High (YTD): |
2024-01-02 |
5.890 |
| Low (YTD): |
2024-05-02 |
1.350 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.228 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
259.25% |
| Volatility 6M: |
|
160.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
