Soc. Generale Call 340 Orsted A/S 20.12.2024
/ DE000SW7P8X1
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8X1 /
| 2024-06-21 9:59:37 AM |
Chg.+0.51 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.88EUR |
+4.49% |
-
Bid Size: - |
-
Ask Size: - |
- |
340.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
SW7P8X |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.47 |
| Intrinsic value: |
6.24 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.55 |
| Parity: |
6.24 |
| Time value: |
5.69 |
| Break-even: |
57.51 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.42 |
| Spread %: |
3.65% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.09 |
| Rho: |
0.12 |
Quote data
| Open: |
11.88 |
| High: |
11.88 |
| Low: |
11.88 |
| Previous Close: |
11.37 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.92% |
| 1 Month |
|
|
-20.80% |
| 3 Months |
|
|
+10.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.99 |
11.30 |
| 1M High / 1M Low: |
15.04 |
11.30 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
13.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
101.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
