Soc. Generale Call 170 Vestas Wind Systems AS 20.09.2024
/ DE000SW86K49
Soc. Generale Call 170 Vestas Win.../ DE000SW86K49 /
| 2024-05-13 7:50:36 PM |
Chg.+0.050 |
Bid8:04:14 PM |
Ask8:04:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.410EUR |
+1.15% |
4.410
Bid Size: 1,000 |
4.600
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: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.05 |
| Intrinsic value: |
2.78 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
2.78 |
| Time value: |
1.66 |
| Break-even: |
27.23 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.02 |
| Spread %: |
0.45% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.05 |
Quote data
| Open: |
4.430 |
| High: |
4.640 |
| Low: |
4.410 |
| Previous Close: |
4.360 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+26.36% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.370 |
3.490 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.102 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
