Soc. Generale Call 190 Vestas Wind Systems AS 20.09.2024
/ DE000SW7P9D1
Soc. Generale Call 190 Vestas Win.../ DE000SW7P9D1 /
| 2024-05-13 8:06:28 PM |
Chg.+0.020 |
Bid8:51:55 PM |
Ask8:51:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.740EUR |
+0.74% |
2.740
Bid Size: 1,100 |
2.890
Ask Size: 1,100 |
- |
190.00 DKK |
2024-09-20 |
Call |
Master data
| WKN: |
SW7P9D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 DKK |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-14 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.51 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.38 |
| Parity: |
0.10 |
| Time value: |
2.69 |
| Break-even: |
28.26 |
| Moneyness: |
1.00 |
| Premium: |
0.11 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
1.09% |
| Delta: |
0.58 |
| Theta: |
-0.01 |
| Omega: |
5.30 |
| Rho: |
0.04 |
Quote data
| Open: |
2.790 |
| High: |
2.920 |
| Low: |
2.740 |
| Previous Close: |
2.720 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.37% |
| 1 Month |
|
|
+13.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.720 |
2.070 |
| 1M High / 1M Low: |
2.780 |
2.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.374 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.52% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
