Soc. Generale Call 210 Vestas Win.../  DE000SW7P9J8  /

EUWAX
2024-06-06  8:43:20 AM Chg.+0.16 Bid8:54:12 PM Ask8:54:12 PM Underlying Strike price Expiration date Option type
2.60EUR +6.56% 2.45
Bid Size: 2,000
2.57
Ask Size: 2,000
- 210.00 DKK 2024-12-20 Call
 

Master data

WKN: SW7P9J
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 210.00 DKK
Maturity: 2024-12-20
Issue date: 2024-03-14
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 10.04
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.38
Parity: -2.14
Time value: 2.59
Break-even: 30.74
Moneyness: 0.92
Premium: 0.18
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 1.17%
Delta: 0.49
Theta: -0.01
Omega: 4.88
Rho: 0.05
 

Quote data

Open: 2.60
High: 2.60
Low: 2.60
Previous Close: 2.44
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.14%
1 Month  
+30.65%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.69 2.44
1M High / 1M Low: 3.19 1.99
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.58
Avg. volume 1W:   0.00
Avg. price 1M:   2.56
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -