Soc. Generale Call 140 Vestas Wind Systems AS 21.06.2024
/ DE000SW374D6
Soc. Generale Call 140 Vestas Win.../ DE000SW374D6 /
| 2024-05-27 9:49:10 AM |
Chg.+0.82 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.50EUR |
+12.28% |
-
Bid Size: - |
-
Ask Size: - |
- |
140.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW374D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.60 |
| Intrinsic value: |
6.55 |
| Implied volatility: |
0.82 |
| Historic volatility: |
0.38 |
| Parity: |
6.55 |
| Time value: |
0.21 |
| Break-even: |
25.52 |
| Moneyness: |
1.35 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.08 |
| Spread %: |
1.20% |
| Delta: |
0.94 |
| Theta: |
-0.02 |
| Omega: |
3.50 |
| Rho: |
0.01 |
Quote data
| Open: |
7.50 |
| High: |
7.50 |
| Low: |
7.50 |
| Previous Close: |
6.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.97% |
| 1 Month |
|
|
+30.21% |
| 3 Months |
|
|
+21.56% |
| YTD |
|
|
-30.43% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
7.01 |
6.60 |
| 1M High / 1M Low: |
8.12 |
5.53 |
| 6M High / 6M Low: |
10.78 |
5.12 |
| High (YTD): |
2024-01-02 |
10.01 |
| Low (YTD): |
2024-04-19 |
5.12 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.50 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.79% |
| Volatility 6M: |
|
89.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
