Soc. Generale Call 240 Vestas Win.../  DE000SW7ZJ53  /

Frankfurt Zert./SG
2024-05-28  2:32:33 PM Chg.+0.300 Bid2:57:40 PM Ask2:57:40 PM Underlying Strike price Expiration date Option type
2.640EUR +12.82% 2.610
Bid Size: 15,000
2.650
Ask Size: 15,000
- 240.00 DKK 2025-03-21 Call
 

Master data

WKN: SW7ZJ5
Issuer: Société Générale
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 240.00 DKK
Maturity: 2025-03-21
Issue date: 2024-03-20
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 11.08
Leverage: Yes

Calculated values

Fair value: 2.14
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.38
Parity: -5.36
Time value: 2.42
Break-even: 34.59
Moneyness: 0.83
Premium: 0.29
Premium p.a.: 0.37
Spread abs.: 0.04
Spread %: 1.68%
Delta: 0.41
Theta: -0.01
Omega: 4.56
Rho: 0.07
 

Quote data

Open: 2.300
High: 2.770
Low: 2.300
Previous Close: 2.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+27.54%
1 Month  
+34.01%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.340 1.950
1M High / 1M Low: 2.380 1.710
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.076
Avg. volume 1W:   0.000
Avg. price 1M:   2.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -