Soc. Generale Call 450 Orsted A/S 21.06.2024
/ DE000SW2Z5T8
Soc. Generale Call 450 Orsted A/S.../ DE000SW2Z5T8 /
| 2024-06-03 9:55:51 AM |
Chg.-0.004 |
Bid4:54:53 PM |
Ask4:54:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.086EUR |
-4.44% |
0.079
Bid Size: 10,000 |
0.094
Ask Size: 10,000 |
- |
450.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW2Z5T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-01 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.56 |
| Parity: |
-0.45 |
| Time value: |
0.11 |
| Break-even: |
61.43 |
| Moneyness: |
0.92 |
| Premium: |
0.10 |
| Premium p.a.: |
6.03 |
| Spread abs.: |
0.02 |
| Spread %: |
18.28% |
| Delta: |
0.28 |
| Theta: |
-0.06 |
| Omega: |
14.30 |
| Rho: |
0.01 |
Quote data
| Open: |
0.086 |
| High: |
0.086 |
| Low: |
0.086 |
| Previous Close: |
0.090 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.15% |
| 1 Month |
|
|
-14.00% |
| 3 Months |
|
|
-71.33% |
| YTD |
|
|
-80.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.093 |
0.056 |
| 1M High / 1M Low: |
0.270 |
0.056 |
| 6M High / 6M Low: |
0.480 |
0.056 |
| High (YTD): |
2024-01-15 |
0.480 |
| Low (YTD): |
2024-05-29 |
0.056 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.079 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.251 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
442.40% |
| Volatility 6M: |
|
286.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
