Soc. Generale Call 170 Vestas Wind Systems AS 21.06.2024
/ DE000SW86K31
Soc. Generale Call 170 Vestas Win.../ DE000SW86K31 /
| 2024-05-27 9:03:16 AM |
Chg.+0.25 |
Bid12:05:30 PM |
Ask12:05:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.10EUR |
+8.77% |
3.88
Bid Size: 7,000 |
3.93
Ask Size: 7,000 |
- |
170.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW86K3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-18 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.75 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.38 |
| Parity: |
2.53 |
| Time value: |
0.48 |
| Break-even: |
25.79 |
| Moneyness: |
1.11 |
| Premium: |
0.02 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
1.01% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
6.72 |
| Rho: |
0.01 |
Quote data
| Open: |
3.10 |
| High: |
3.10 |
| Low: |
3.10 |
| Previous Close: |
2.85 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.21% |
| 1 Month |
|
|
+13.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.18 |
2.85 |
| 1M High / 1M Low: |
4.26 |
2.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.12 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
188.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
