Soc. Generale Call 170 Vestas Wind Systems AS 20.09.2024
/ DE000SW86K49
Soc. Generale Call 170 Vestas Win.../ DE000SW86K49 /
| 2024-05-27 9:41:56 PM |
Chg.+0.830 |
Bid9:58:49 PM |
Ask9:58:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.930EUR |
+20.24% |
4.930
Bid Size: 1,000 |
5.130
Ask Size: 1,000 |
- |
170.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW86K4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.72 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.38 |
| Parity: |
2.53 |
| Time value: |
1.67 |
| Break-even: |
26.98 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.03 |
| Spread %: |
0.72% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
4.31 |
| Rho: |
0.04 |
Quote data
| Open: |
4.060 |
| High: |
5.020 |
| Low: |
4.060 |
| Previous Close: |
4.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.54% |
| 1 Month |
|
|
+25.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.930 |
4.100 |
| 1M High / 1M Low: |
5.090 |
3.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.396 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.276 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
