Soc. Generale Call 170 Vestas Wind Systems AS 21.03.2025
/ DE000SW86K64
Soc. Generale Call 170 Vestas Win.../ DE000SW86K64 /
| 2024-06-07 9:50:22 PM |
Chg.-0.380 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.490EUR |
-6.47% |
5.520
Bid Size: 1,000 |
5.700
Ask Size: 1,000 |
- |
170.00 DKK |
2025-03-21 |
Call |
Master data
| WKN: |
SW86K6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.16 |
| Intrinsic value: |
2.71 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.38 |
| Parity: |
2.71 |
| Time value: |
3.27 |
| Break-even: |
28.77 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
0.50% |
| Delta: |
0.71 |
| Theta: |
-0.01 |
| Omega: |
3.01 |
| Rho: |
0.09 |
Quote data
| Open: |
5.850 |
| High: |
5.960 |
| Low: |
5.490 |
| Previous Close: |
5.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.41% |
| 1 Month |
|
|
-1.44% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.060 |
5.830 |
| 1M High / 1M Low: |
6.920 |
5.570 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
6.100 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
