Soc. Generale Call 300 Orsted A/S
/ DE000SU1NJU3
Soc. Generale Call 300 Orsted A/S/ DE000SU1NJU3 /
20/06/2024 09:21:28 |
Chg.- |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
11.88EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
300.00 DKK |
21/06/2024 |
Call |
Master data
WKN: |
SU1NJU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
300.00 DKK |
Maturity: |
21/06/2024 |
Issue date: |
03/11/2023 |
Last trading day: |
20/06/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.30 |
Leverage: |
Yes |
Calculated values
Fair value: |
11.34 |
Intrinsic value: |
11.34 |
Implied volatility: |
4.20 |
Historic volatility: |
0.55 |
Parity: |
11.34 |
Time value: |
0.65 |
Break-even: |
52.21 |
Moneyness: |
1.28 |
Premium: |
0.01 |
Premium p.a.: |
96.03 |
Spread abs.: |
0.21 |
Spread %: |
1.78% |
Delta: |
0.89 |
Theta: |
-1.05 |
Omega: |
3.84 |
Rho: |
0.00 |
Quote data
Open: |
11.88 |
High: |
11.88 |
Low: |
11.88 |
Previous Close: |
11.88 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.18% |
1 Month |
|
|
-21.32% |
3 Months |
|
|
+5.98% |
YTD |
|
|
-16.69% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.27 |
11.22 |
1M High / 1M Low: |
16.52 |
11.22 |
6M High / 6M Low: |
18.28 |
9.04 |
High (YTD): |
10/05/2024 |
18.28 |
Low (YTD): |
18/03/2024 |
9.04 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.73 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
13.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
13.55 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
110.00% |
Volatility 6M: |
|
114.63% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |