Soc. Generale Call 540 Orsted A/S 20.12.2024
/ DE000SW94MQ5
Soc. Generale Call 540 Orsted A/S.../ DE000SW94MQ5 /
| 2024-09-23 8:55:17 AM |
Chg.+0.010 |
Bid12:36:55 PM |
Ask12:36:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.140
Bid Size: 50,000 |
0.150
Ask Size: 50,000 |
- |
540.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
SW94MQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.48 |
| Parity: |
-1.45 |
| Time value: |
0.13 |
| Break-even: |
73.70 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
1.72 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
8.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
+161.90% |
| 3 Months |
|
|
-52.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.100 |
| 1M High / 1M Low: |
0.160 |
0.042 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.138 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
350.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
