Soc. Generale Call 10.5 FORTUM 21.06.2024
/ DE000SU9WU12
Soc. Generale Call 10.5 FORTUM 21.../ DE000SU9WU12 /
| 2024-06-06 9:56:06 AM |
Chg.-0.02 |
Bid4:57:20 PM |
Ask4:57:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.71EUR |
-1.16% |
1.72
Bid Size: 15,000 |
1.74
Ask Size: 15,000 |
Fortum Corporation |
10.50 EUR |
2024-06-21 |
Call |
Master data
| WKN: |
SU9WU1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.50 EUR |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-26 |
| Last trading day: |
2024-06-21 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
3.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
1.15 |
| Historic volatility: |
0.25 |
| Parity: |
1.73 |
| Time value: |
0.08 |
| Break-even: |
14.12 |
| Moneyness: |
1.33 |
| Premium: |
0.01 |
| Premium p.a.: |
0.33 |
| Spread abs.: |
0.02 |
| Spread %: |
1.12% |
| Delta: |
0.91 |
| Theta: |
-0.02 |
| Omega: |
3.51 |
| Rho: |
0.00 |
Quote data
| Open: |
1.71 |
| High: |
1.71 |
| Low: |
1.71 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.04% |
| 1 Month |
|
|
+33.59% |
| 3 Months |
|
|
+163.08% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.82 |
1.73 |
| 1M High / 1M Low: |
2.09 |
1.28 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
