Soc. Generale Call 180 Vestas Wind Systems AS 21.06.2024
/ DE000SW13J65
Soc. Generale Call 180 Vestas Win.../ DE000SW13J65 /
| 2024-05-27 4:52:41 PM |
Chg.+0.890 |
Bid5:15:05 PM |
Ask5:15:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+48.11% |
2.690
Bid Size: 1,200 |
2.900
Ask Size: 1,200 |
- |
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: |
2.780 |
| Low: |
1.810 |
| Previous Close: |
1.850 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.69% |
| 1 Month |
|
|
+42.71% |
| 3 Months |
|
|
+7.45% |
| YTD |
|
|
-57.39% |
| 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: |
|
- |
