Soc. Generale Call 340 Orsted A/S 21.06.2024
/ DE000SW7P8K8
Soc. Generale Call 340 Orsted A/S.../ DE000SW7P8K8 /
| 2024-05-23 8:39:17 AM |
Chg.-0.43 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.80EUR |
-4.20% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.49 |
| Intrinsic value: |
8.89 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.55 |
| Parity: |
8.89 |
| Time value: |
1.20 |
| Break-even: |
55.66 |
| Moneyness: |
1.20 |
| Premium: |
0.02 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.14 |
| Spread %: |
1.41% |
| Delta: |
0.84 |
| Theta: |
-0.05 |
| Omega: |
4.52 |
| Rho: |
0.03 |
Quote data
| Open: |
9.80 |
| High: |
9.80 |
| Low: |
9.80 |
| Previous Close: |
10.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.41% |
| 1 Month |
|
|
+28.61% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
12.16 |
10.23 |
| 1M High / 1M Low: |
13.27 |
7.54 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
11.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
