Soc. Generale Call 420 Orsted A/S 21.06.2024
/ DE000SW7P8N2
Soc. Generale Call 420 Orsted A/S.../ DE000SW7P8N2 /
| 2024-05-24 10:09:03 AM |
Chg.-0.43 |
Bid3:45:27 PM |
Ask3:45:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.05EUR |
-17.34% |
2.01
Bid Size: 5,000 |
2.06
Ask Size: 5,000 |
- |
420.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW7P8N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 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: |
25.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.55 |
| Parity: |
-2.63 |
| Time value: |
2.08 |
| Break-even: |
58.37 |
| Moneyness: |
0.95 |
| Premium: |
0.09 |
| Premium p.a.: |
1.99 |
| Spread abs.: |
0.05 |
| Spread %: |
2.46% |
| Delta: |
0.41 |
| Theta: |
-0.06 |
| Omega: |
10.47 |
| Rho: |
0.02 |
Quote data
| Open: |
2.05 |
| High: |
2.05 |
| Low: |
2.05 |
| Previous Close: |
2.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.63% |
| 1 Month |
|
|
-21.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
2.48 |
| 1M High / 1M Low: |
4.98 |
2.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.10 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
307.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
