Soc. Generale Call 800 Carlsberg A/S 21.06.2024
/ DE000SU1NJJ6
Soc. Generale Call 800 Carlsberg .../ DE000SU1NJJ6 /
| 2024-05-17 9:50:12 PM |
Chg.+0.030 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.480EUR |
+1.22% |
2.470
Bid Size: 1,300 |
2.630
Ask Size: 1,300 |
- |
800.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SU1NJJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.52 |
| Intrinsic value: |
2.48 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.20 |
| Parity: |
2.48 |
| Time value: |
0.07 |
| Break-even: |
132.72 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.04 |
| Spread %: |
1.59% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
4.94 |
| Rho: |
0.10 |
Quote data
| Open: |
2.430 |
| High: |
2.580 |
| Low: |
2.430 |
| Previous Close: |
2.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.24% |
| 1 Month |
|
|
+69.86% |
| 3 Months |
|
|
+28.50% |
| YTD |
|
|
+115.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.450 |
2.190 |
| 1M High / 1M Low: |
2.450 |
1.460 |
| 6M High / 6M Low: |
2.450 |
0.940 |
| High (YTD): |
2024-05-16 |
2.450 |
| Low (YTD): |
2024-01-02 |
1.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.296 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.010 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.643 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.77% |
| Volatility 6M: |
|
104.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
