Soc. Generale Call 11068.1 DP4B 20.09.2024
/ DE000SW7P7E3
Soc. Generale Call 11068.1 DP4B 2.../ DE000SW7P7E3 /
2024-04-29 10:09:31 AM |
Chg.- |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.27EUR |
- |
- Bid Size: - |
- Ask Size: - |
A.P.MOELL.-M.NAM B D... |
11,068.08 DKK |
2024-09-20 |
Call |
Master data
WKN: |
SW7P7E |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
A.P.MOELL.-M.NAM B DK1000 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
11,068.08 DKK |
Maturity: |
2024-09-20 |
Issue date: |
2024-03-14 |
Last trading day: |
2024-04-30 |
Ratio: |
96.15:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.99 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.67 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.40 |
Parity: |
-2.04 |
Time value: |
1.34 |
Break-even: |
1,612.71 |
Moneyness: |
0.87 |
Premium: |
0.25 |
Premium p.a.: |
0.81 |
Spread abs.: |
0.05 |
Spread %: |
3.88% |
Delta: |
0.44 |
Theta: |
-0.73 |
Omega: |
4.40 |
Rho: |
1.67 |
Quote data
Open: |
1.27 |
High: |
1.27 |
Low: |
1.27 |
Previous Close: |
0.88 |
Turnover: |
0.00 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
+44.32% |
1 Month |
|
|
+69.33% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.27 |
1.27 |
1M High / 1M Low: |
1.27 |
0.65 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.81 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
236.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |