Soc. Generale Call 800 Pandora A/S 21.06.2024
/ DE000SW13J57
Soc. Generale Call 800 Pandora A/.../ DE000SW13J57 /
2024-06-07 8:55:59 AM |
Chg.-0.25 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.75EUR |
-6.25% |
- Bid Size: - |
- Ask Size: - |
- |
800.00 DKK |
2024-06-21 |
Call |
Master data
WKN: |
SW13J5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
800.00 DKK |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.50 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.14 |
Intrinsic value: |
4.13 |
Implied volatility: |
1.21 |
Historic volatility: |
0.28 |
Parity: |
4.13 |
Time value: |
0.11 |
Break-even: |
149.64 |
Moneyness: |
1.38 |
Premium: |
0.01 |
Premium p.a.: |
0.24 |
Spread abs.: |
0.08 |
Spread %: |
1.92% |
Delta: |
0.94 |
Theta: |
-0.17 |
Omega: |
3.29 |
Rho: |
0.03 |
Quote data
Open: |
3.75 |
High: |
3.75 |
Low: |
3.75 |
Previous Close: |
4.00 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-12.79% |
1 Month |
|
|
-13.79% |
3 Months |
|
|
-16.48% |
YTD |
|
|
+60.26% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.17 |
3.75 |
1M High / 1M Low: |
4.79 |
3.75 |
6M High / 6M Low: |
4.98 |
2.26 |
High (YTD): |
2024-03-22 |
4.98 |
Low (YTD): |
2024-01-03 |
2.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.79 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
86.88% |
Volatility 6M: |
|
78.46% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |