Soc. Generale Call 180 Vestas Wind Systems AS 21.06.2024
/ DE000SW13J65
Soc. Generale Call 180 Vestas Win.../ DE000SW13J65 /
2024-05-27 11:01:30 AM |
Chg.+0.860 |
Bid11:51:39 AM |
Ask11:51:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.710EUR |
+46.49% |
2.710 Bid Size: 8,000 |
2.740 Ask Size: 8,000 |
- |
180.00 DKK |
2024-06-21 |
Call |
Master data
WKN: |
SW13J6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
180.00 DKK |
Maturity: |
2024-06-21 |
Issue date: |
2023-08-10 |
Last trading day: |
2024-06-20 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.19 |
Implied volatility: |
0.48 |
Historic volatility: |
0.38 |
Parity: |
1.19 |
Time value: |
0.76 |
Break-even: |
26.07 |
Moneyness: |
1.05 |
Premium: |
0.03 |
Premium p.a.: |
0.54 |
Spread abs.: |
0.03 |
Spread %: |
1.56% |
Delta: |
0.68 |
Theta: |
-0.02 |
Omega: |
8.83 |
Rho: |
0.01 |
Quote data
Open: |
1.810 |
High: |
2.710 |
Low: |
1.810 |
Previous Close: |
1.850 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+36.18% |
1 Month |
|
|
+41.15% |
3 Months |
|
|
+6.27% |
YTD |
|
|
-57.85% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.160 |
1.850 |
1M High / 1M Low: |
2.840 |
1.350 |
6M High / 6M Low: |
6.490 |
1.350 |
High (YTD): |
2024-01-02 |
5.890 |
Low (YTD): |
2024-05-02 |
1.350 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.064 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
3.363 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.62% |
Volatility 6M: |
|
160.45% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |