Soc. Generale Call 250 Orsted A/S 21.06.2024
/ DE000SU1NJT5
Soc. Generale Call 250 Orsted A/S.../ DE000SU1NJT5 /
| 2024-06-06 7:49:32 PM |
Chg.-2.380 |
Bid8:40:53 PM |
Ask8:40:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 19.490EUR |
-10.88% |
19.490
Bid Size: 200 |
20.650
Ask Size: 200 |
- |
250.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SU1NJT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
21.95 |
| Intrinsic value: |
21.90 |
| Implied volatility: |
1.77 |
| Historic volatility: |
0.56 |
| Parity: |
21.90 |
| Time value: |
0.61 |
| Break-even: |
56.03 |
| Moneyness: |
1.65 |
| Premium: |
0.01 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.20 |
| Spread %: |
0.90% |
| Delta: |
0.94 |
| Theta: |
-0.08 |
| Omega: |
2.32 |
| Rho: |
0.01 |
Quote data
| Open: |
22.550 |
| High: |
22.550 |
| Low: |
19.470 |
| Previous Close: |
21.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.77% |
| 1 Month |
|
|
-8.84% |
| 3 Months |
|
|
+12.33% |
| YTD |
|
|
+2.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
22.190 |
21.510 |
| 1M High / 1M Low: |
24.200 |
19.560 |
| 6M High / 6M Low: |
24.200 |
13.980 |
| High (YTD): |
2024-05-08 |
24.200 |
| Low (YTD): |
2024-03-15 |
13.980 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
21.926 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
22.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
18.882 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.76% |
| Volatility 6M: |
|
83.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
