Soc. Generale Call 350 Orsted A/S 21.06.2024
/ DE000SW3B302
Soc. Generale Call 350 Orsted A/S.../ DE000SW3B302 /
| 6/14/2024 12:07:43 PM |
Chg.-1.76 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.06EUR |
-25.81% |
-
Bid Size: - |
-
Ask Size: - |
- |
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: |
9.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.95 |
| Intrinsic value: |
4.79 |
| Implied volatility: |
0.89 |
| Historic volatility: |
0.55 |
| Parity: |
4.79 |
| Time value: |
0.64 |
| Break-even: |
52.34 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.13 |
| Spread %: |
2.45% |
| Delta: |
0.82 |
| Theta: |
-0.13 |
| Omega: |
7.79 |
| Rho: |
0.01 |
Quote data
| Open: |
5.06 |
| High: |
5.06 |
| Low: |
5.06 |
| Previous Close: |
6.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.59% |
| 1 Month |
|
|
-54.54% |
| 3 Months |
|
|
-3.62% |
| YTD |
|
|
-49.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.82 |
5.06 |
| 1M High / 1M Low: |
11.13 |
5.06 |
| 6M High / 6M Low: |
12.05 |
4.87 |
| High (YTD): |
5/10/2024 |
12.05 |
| Low (YTD): |
3/14/2024 |
4.87 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.20% |
| Volatility 6M: |
|
153.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
