Soc. Generale Call 350 Orsted A/S 21.06.2024
/ DE000SW3B302
Soc. Generale Call 350 Orsted A/S.../ DE000SW3B302 /
| 5/24/2024 3:20:03 PM |
Chg.+0.070 |
Bid3:38:45 PM |
Ask3:38:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.020EUR |
+0.88% |
8.010
Bid Size: 2,000 |
8.100
Ask Size: 2,000 |
- |
350.00 DKK |
6/21/2024 |
Call |
Master data
| WKN: |
SW3B30 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
6/21/2024 |
| Issue date: |
9/11/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.65 |
| Intrinsic value: |
6.75 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.55 |
| Parity: |
6.75 |
| Time value: |
1.30 |
| Break-even: |
54.96 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.09 |
| Spread %: |
1.13% |
| Delta: |
0.80 |
| Theta: |
-0.05 |
| Omega: |
5.35 |
| Rho: |
0.03 |
Quote data
| Open: |
7.680 |
| High: |
8.200 |
| Low: |
7.680 |
| Previous Close: |
7.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.15% |
| 1 Month |
|
|
+16.40% |
| 3 Months |
|
|
+0.75% |
| YTD |
|
|
-18.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.920 |
7.950 |
| 1M High / 1M Low: |
11.590 |
6.600 |
| 6M High / 6M Low: |
11.590 |
4.880 |
| High (YTD): |
5/8/2024 |
11.590 |
| Low (YTD): |
3/15/2024 |
4.880 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.074 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.185 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.409 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.08% |
| Volatility 6M: |
|
140.25% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
