Soc. Generale Call 800 Pandora A/S 21.06.2024
/ DE000SW13J57
Soc. Generale Call 800 Pandora A/.../ DE000SW13J57 /
| 5/23/2024 8:49:19 AM |
Chg.-0.40 |
Bid11:44:24 AM |
Ask11:44:24 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.11EUR |
-8.87% |
4.39
Bid Size: 6,000 |
4.48
Ask Size: 6,000 |
- |
800.00 DKK |
6/21/2024 |
Call |
Master data
| WKN: |
SW13J5 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 DKK |
| Maturity: |
6/21/2024 |
| Issue date: |
8/10/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.10 |
| Intrinsic value: |
4.07 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.29 |
| Parity: |
4.07 |
| Time value: |
0.22 |
| Break-even: |
150.11 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.09 |
| Spread %: |
2.14% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
3.13 |
| Rho: |
0.07 |
Quote data
| Open: |
4.11 |
| High: |
4.11 |
| Low: |
4.11 |
| Previous Close: |
4.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.87% |
| 1 Month |
|
|
-0.24% |
| 3 Months |
|
|
-12.37% |
| YTD |
|
|
+75.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.79 |
4.51 |
| 1M High / 1M Low: |
4.79 |
3.88 |
| 6M High / 6M Low: |
4.98 |
2.22 |
| High (YTD): |
3/22/2024 |
4.98 |
| Low (YTD): |
1/3/2024 |
2.26 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.36 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.55% |
| Volatility 6M: |
|
74.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
