Soc. Generale Call 850 Carlsberg A/S 20.12.2024
/ DE000SW88UT4
Soc. Generale Call 850 Carlsberg .../ DE000SW88UT4 /
| 2024-06-10 9:45:15 PM |
Chg.-0.100 |
Bid8:15:17 AM |
Ask8:15:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.010EUR |
-4.74% |
2.030
Bid Size: 1,500 |
2.110
Ask Size: 1,500 |
- |
850.00 DKK |
2024-12-20 |
Call |
Master data
| WKN: |
SW88UT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
850.00 DKK |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-04-19 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.85 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.20 |
| Parity: |
1.49 |
| Time value: |
0.55 |
| Break-even: |
134.36 |
| Moneyness: |
1.13 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.49% |
| Delta: |
0.79 |
| Theta: |
-0.03 |
| Omega: |
5.00 |
| Rho: |
0.43 |
Quote data
| Open: |
2.080 |
| High: |
2.140 |
| Low: |
2.000 |
| Previous Close: |
2.110 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.84% |
| 1 Month |
|
|
-7.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.120 |
1.830 |
| 1M High / 1M Low: |
2.420 |
1.720 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.986 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.077 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
