Soc. Generale Call 900 Pandora A/S 21.06.2024
/ DE000SW2BDY9
Soc. Generale Call 900 Pandora A/.../ DE000SW2BDY9 /
| 23/05/2024 08:28:44 |
Chg.+0.06 |
Bid12:21:22 |
Ask12:21:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.83EUR |
+2.17% |
3.11
Bid Size: 6,000 |
3.19
Ask Size: 6,000 |
- |
900.00 DKK |
21/06/2024 |
Call |
Master data
| WKN: |
SW2BDY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 DKK |
| Maturity: |
21/06/2024 |
| Issue date: |
16/08/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.77 |
| Intrinsic value: |
2.73 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.29 |
| Parity: |
2.73 |
| Time value: |
0.26 |
| Break-even: |
150.51 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.08 |
| Spread %: |
2.75% |
| Delta: |
0.87 |
| Theta: |
-0.12 |
| Omega: |
4.28 |
| Rho: |
0.08 |
Quote data
| Open: |
2.83 |
| High: |
2.83 |
| Low: |
2.83 |
| Previous Close: |
2.77 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.72% |
| 1 Month |
|
|
-4.39% |
| 3 Months |
|
|
-16.02% |
| YTD |
|
|
+87.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.46 |
2.77 |
| 1M High / 1M Low: |
3.50 |
2.73 |
| 6M High / 6M Low: |
3.72 |
1.44 |
| High (YTD): |
15/03/2024 |
3.72 |
| Low (YTD): |
03/01/2024 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
159.43% |
| Volatility 6M: |
|
101.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
