Soc. Generale Call 250 Orsted A/S 21.06.2024
/ DE000SU1NJT5
Soc. Generale Call 250 Orsted A/S.../ DE000SU1NJT5 /
| 2024-05-22 9:43:38 PM |
Chg.-0.820 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 20.980EUR |
-3.76% |
21.100
Bid Size: 200 |
22.550
Ask Size: 200 |
- |
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: |
2.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
22.06 |
| Intrinsic value: |
21.95 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.55 |
| Parity: |
21.95 |
| Time value: |
0.48 |
| Break-even: |
55.94 |
| Moneyness: |
1.66 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.23 |
| Spread %: |
1.04% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
2.36 |
| Rho: |
0.03 |
Quote data
| Open: |
21.620 |
| High: |
21.620 |
| Low: |
20.260 |
| Previous Close: |
21.800 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.74% |
| 1 Month |
|
|
+12.55% |
| 3 Months |
|
|
+17.67% |
| YTD |
|
|
+10.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
23.770 |
20.980 |
| 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: |
|
22.230 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
21.172 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
18.272 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.31% |
| Volatility 6M: |
|
83.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
