Soc. Generale Call 460 Orsted A/S 20.12.2024
/ DE000SW7P824
Soc. Generale Call 460 Orsted A/S.../ DE000SW7P824 /
| 2024-09-23 8:39:33 AM |
Chg.+0.37 |
Bid2:47:14 PM |
Ask2:47:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.66EUR |
+11.25% |
4.45
Bid Size: 3,000 |
4.51
Ask Size: 3,000 |
- |
460.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
SW7P82 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.48 |
| Parity: |
-3.75 |
| Time value: |
3.86 |
| Break-even: |
65.53 |
| Moneyness: |
0.94 |
| Premium: |
0.13 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.06 |
| Spread %: |
1.58% |
| Delta: |
0.45 |
| Theta: |
-0.03 |
| Omega: |
6.72 |
| Rho: |
0.05 |
Quote data
| Open: |
3.66 |
| High: |
3.66 |
| Low: |
3.66 |
| Previous Close: |
3.29 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.69% |
| 1 Month |
|
|
+175.19% |
| 3 Months |
|
|
-22.13% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.30 |
3.29 |
| 1M High / 1M Low: |
4.30 |
1.33 |
| 6M High / 6M Low: |
8.05 |
1.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.84% |
| Volatility 6M: |
|
207.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
