Soc. Generale Call 160 Vestas Wind Systems AS 20.09.2024
/ DE000SU1VH26
Soc. Generale Call 160 Vestas Win.../ DE000SU1VH26 /
| 2024-05-10 9:42:05 PM |
Chg.+0.020 |
Bid9:43:31 PM |
Ask9:43:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.330EUR |
+0.38% |
5.330
Bid Size: 1,000 |
5.570
Ask Size: 1,000 |
- |
160.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SU1VH2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.01 |
| Intrinsic value: |
4.12 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
4.12 |
| Time value: |
1.30 |
| Break-even: |
26.87 |
| Moneyness: |
1.19 |
| Premium: |
0.05 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
0.56% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
3.73 |
| Rho: |
0.05 |
Quote data
| Open: |
5.310 |
| High: |
5.380 |
| Low: |
5.230 |
| Previous Close: |
5.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.67% |
| 1 Month |
|
|
+14.87% |
| 3 Months |
|
|
-16.33% |
| YTD |
|
|
-41.23% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.340 |
4.380 |
| 1M High / 1M Low: |
5.340 |
4.190 |
| 6M High / 6M Low: |
9.210 |
4.190 |
| High (YTD): |
2024-01-02 |
8.520 |
| Low (YTD): |
2024-04-17 |
4.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.048 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.695 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
6.057 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.16% |
| Volatility 6M: |
|
92.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
