Soc. Generale Call 360 Orsted A/S 21.06.2024
/ DE000SW7P8L6
Soc. Generale Call 360 Orsted A/S.../ DE000SW7P8L6 /
| 2024-05-24 10:57:45 AM |
Chg.-0.020 |
Bid11:55:20 AM |
Ask11:55:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.870EUR |
-0.29% |
6.880
Bid Size: 3,000 |
6.970
Ask Size: 3,000 |
- |
360.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW7P8L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
360.00 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: |
7.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.63 |
| Intrinsic value: |
5.41 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.55 |
| Parity: |
5.41 |
| Time value: |
1.58 |
| Break-even: |
55.24 |
| Moneyness: |
1.11 |
| Premium: |
0.03 |
| Premium p.a.: |
0.46 |
| Spread abs.: |
0.09 |
| Spread %: |
1.30% |
| Delta: |
0.76 |
| Theta: |
-0.06 |
| Omega: |
5.85 |
| Rho: |
0.03 |
Quote data
| Open: |
6.620 |
| High: |
6.870 |
| Low: |
6.620 |
| Previous Close: |
6.890 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.93% |
| 1 Month |
|
|
+12.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.800 |
6.890 |
| 1M High / 1M Low: |
10.570 |
5.740 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.199 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
