Soc. Generale Call 200 Vestas Wind Systems AS 21.03.2025
/ DE000SW7ZJ12
Soc. Generale Call 200 Vestas Win.../ DE000SW7ZJ12 /
2024-06-14 9:36:00 PM |
Chg.-0.150 |
Bid9:58:32 PM |
Ask9:58:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.090EUR |
-4.63% |
3.090 Bid Size: 2,000 |
3.230 Ask Size: 2,000 |
- |
200.00 DKK |
2025-03-21 |
Call |
Master data
WKN: |
SW7ZJ1 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 DKK |
Maturity: |
2025-03-21 |
Issue date: |
2024-03-20 |
Last trading day: |
2025-03-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.92 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.93 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.41 |
Historic volatility: |
0.38 |
Parity: |
-1.71 |
Time value: |
3.17 |
Break-even: |
29.98 |
Moneyness: |
0.94 |
Premium: |
0.19 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.03 |
Spread %: |
0.96% |
Delta: |
0.53 |
Theta: |
-0.01 |
Omega: |
4.19 |
Rho: |
0.08 |
Quote data
Open: |
3.220 |
High: |
3.290 |
Low: |
3.080 |
Previous Close: |
3.240 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.69% |
1 Month |
|
|
-30.41% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.250 |
3.090 |
1M High / 1M Low: |
4.600 |
3.090 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.194 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.761 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
102.08% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |