Soc. Generale Call 250 Orsted A/S 21.06.2024
/ DE000SU1NJT5
Soc. Generale Call 250 Orsted A/S.../ DE000SU1NJT5 /
2024-05-24 11:00:27 AM |
Chg.+0.280 |
Bid11:37:25 AM |
Ask11:37:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
20.530EUR |
+1.38% |
20.540 Bid Size: 2,000 |
20.760 Ask Size: 2,000 |
- |
250.00 DKK |
2024-06-21 |
Call |
Master data
WKN: |
SU1NJT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 DKK |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.59 |
Leverage: |
Yes |
Calculated values
Fair value: |
20.25 |
Intrinsic value: |
20.15 |
Implied volatility: |
1.20 |
Historic volatility: |
0.55 |
Parity: |
20.15 |
Time value: |
0.58 |
Break-even: |
54.24 |
Moneyness: |
1.60 |
Premium: |
0.01 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.22 |
Spread %: |
1.07% |
Delta: |
0.94 |
Theta: |
-0.04 |
Omega: |
2.45 |
Rho: |
0.02 |
Quote data
Open: |
19.940 |
High: |
20.530 |
Low: |
19.940 |
Previous Close: |
20.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.63% |
1 Month |
|
|
+15.47% |
3 Months |
|
|
+15.14% |
YTD |
|
|
+8.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
22.470 |
20.250 |
1M High / 1M Low: |
24.200 |
17.430 |
6M High / 6M Low: |
24.200 |
11.510 |
High (YTD): |
2024-05-08 |
24.200 |
Low (YTD): |
2024-03-15 |
13.980 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
21.526 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
21.249 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
18.336 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
90.56% |
Volatility 6M: |
|
83.08% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |