Soc. Generale Call 230 Vestas Wind Systems AS 21.03.2025
/ DE000SW7ZJ46
Soc. Generale Call 230 Vestas Win.../ DE000SW7ZJ46 /
2024-09-20 9:39:09 PM |
Chg.-0.080 |
Bid9:56:54 PM |
Ask9:56:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.540EUR |
-12.90% |
0.530 Bid Size: 5,700 |
0.620 Ask Size: 5,700 |
- |
230.00 DKK |
2025-03-21 |
Call |
Master data
WKN: |
SW7ZJ4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
230.00 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: |
37.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.45 |
Historic volatility: |
0.39 |
Parity: |
-9.34 |
Time value: |
0.58 |
Break-even: |
31.42 |
Moneyness: |
0.70 |
Premium: |
0.46 |
Premium p.a.: |
1.15 |
Spread abs.: |
0.01 |
Spread %: |
1.75% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
6.65 |
Rho: |
0.02 |
Quote data
Open: |
0.590 |
High: |
0.670 |
Low: |
0.510 |
Previous Close: |
0.620 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-11.48% |
1 Month |
|
|
+12.50% |
3 Months |
|
|
-66.04% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.640 |
0.540 |
1M High / 1M Low: |
0.640 |
0.360 |
6M High / 6M Low: |
3.370 |
0.360 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.602 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.492 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.523 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
175.13% |
Volatility 6M: |
|
143.83% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |