Soc. Generale Call 340 Orsted A/S 21.06.2024
/ DE000SW7P8K8
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8K8 /
| 2024-06-03 9:48:43 PM |
Chg.-0.230 |
Bid8:44:59 AM |
Ask8:44:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.160EUR |
-2.21% |
9.940
Bid Size: 400 |
11.320
Ask Size: 400 |
- |
340.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW7P8K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
340.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.43 |
| Intrinsic value: |
10.22 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.56 |
| Parity: |
10.22 |
| Time value: |
0.87 |
| Break-even: |
56.67 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.20 |
| Spread %: |
1.84% |
| Delta: |
0.87 |
| Theta: |
-0.07 |
| Omega: |
4.38 |
| Rho: |
0.02 |
Quote data
| Open: |
10.350 |
| High: |
11.180 |
| Low: |
10.120 |
| Previous Close: |
10.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.25% |
| 1 Month |
|
|
+2.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.390 |
8.220 |
| 1M High / 1M Low: |
12.750 |
8.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.792 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.670 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
179.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
