Soc. Generale Call 350 Orsted A/S 21.06.2024
/ DE000SW3B302
Soc. Generale Call 350 Orsted A/S.../ DE000SW3B302 /
| 2024-05-24 10:08:56 AM |
Chg.-0.71 |
Bid7:34:40 PM |
Ask7:34:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.01EUR |
-8.14% |
7.58
Bid Size: 400 |
8.06
Ask Size: 400 |
- |
350.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW3B30 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-11 |
| Last trading day: |
2024-06-20 |
| 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: |
8.01 |
| High: |
8.01 |
| Low: |
8.01 |
| Previous Close: |
8.72 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.38% |
| 1 Month |
|
|
+7.09% |
| 3 Months |
|
|
-6.86% |
| YTD |
|
|
-19.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.88 |
8.72 |
| 1M High / 1M Low: |
12.05 |
6.60 |
| 6M High / 6M Low: |
12.05 |
4.87 |
| High (YTD): |
2024-05-10 |
12.05 |
| Low (YTD): |
2024-03-14 |
4.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.42 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
171.08% |
| Volatility 6M: |
|
147.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
