Soc. Generale Call 400 Orsted A/S 21.06.2024
/ DE000SW26DN3
Soc. Generale Call 400 Orsted A/S.../ DE000SW26DN3 /
| 5/24/2024 8:28:39 AM |
Chg.-0.080 |
Bid9:37:10 AM |
Ask9:37:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.310EUR |
-20.51% |
0.320
Bid Size: 40,000 |
0.330
Ask Size: 40,000 |
- |
400.00 DKK |
6/21/2024 |
Call |
Master data
| WKN: |
SW26DN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 DKK |
| Maturity: |
6/21/2024 |
| Issue date: |
9/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.09 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.55 |
| Parity: |
0.09 |
| Time value: |
0.31 |
| Break-even: |
57.61 |
| Moneyness: |
1.02 |
| Premium: |
0.06 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
2.56% |
| Delta: |
0.58 |
| Theta: |
-0.06 |
| Omega: |
7.87 |
| Rho: |
0.02 |
Quote data
| Open: |
0.310 |
| High: |
0.310 |
| Low: |
0.310 |
| Previous Close: |
0.390 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-46.55% |
| 1 Month |
|
|
-13.89% |
| 3 Months |
|
|
-39.22% |
| YTD |
|
|
-55.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.370 |
| 1M High / 1M Low: |
0.670 |
0.280 |
| 6M High / 6M Low: |
0.790 |
0.240 |
| High (YTD): |
1/15/2024 |
0.790 |
| Low (YTD): |
3/18/2024 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.501 |
| Avg. volume 6M: |
|
346.774 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
276.82% |
| Volatility 6M: |
|
191.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
