Soc. Generale Call 900 Carlsberg A/S 21.06.2024
/ DE000SW3QL21
Soc. Generale Call 900 Carlsberg .../ DE000SW3QL21 /
| 2024-06-04 8:57:28 AM |
Chg.-0.060 |
Bid5:02:25 PM |
Ask5:02:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-10.00% |
0.610
Bid Size: 5,000 |
0.670
Ask Size: 5,000 |
- |
900.00 DKK |
2024-06-21 |
Call |
Master data
| WKN: |
SW3QL2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 DKK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-09-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
0.47 |
| Time value: |
0.13 |
| Break-even: |
126.67 |
| Moneyness: |
1.04 |
| Premium: |
0.01 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
15.82 |
| Rho: |
0.04 |
Quote data
| Open: |
0.540 |
| High: |
0.540 |
| Low: |
0.540 |
| Previous Close: |
0.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-27.03% |
| 3 Months |
|
|
-34.15% |
| YTD |
|
|
+17.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.580 |
| 1M High / 1M Low: |
1.240 |
0.580 |
| 6M High / 6M Low: |
1.240 |
0.360 |
| High (YTD): |
2024-05-20 |
1.240 |
| Low (YTD): |
2024-01-02 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.722 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.914 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.789 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.20% |
| Volatility 6M: |
|
181.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
