Soc. Generale Call 11.5 FORTUM 20.09.2024
/ DE000SW8B3R9
Soc. Generale Call 11.5 FORTUM 20.../ DE000SW8B3R9 /
| 2024-06-06 9:32:28 AM |
Chg.-0.02 |
Bid8:50:12 PM |
Ask8:50:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.38EUR |
-1.43% |
1.40
Bid Size: 5,000 |
1.46
Ask Size: 5,000 |
Fortum Corporation |
11.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW8B3R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-28 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
4.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.25 |
| Parity: |
1.23 |
| Time value: |
0.24 |
| Break-even: |
14.44 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.68% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
3.93 |
| Rho: |
0.02 |
Quote data
| Open: |
1.38 |
| High: |
1.38 |
| Low: |
1.38 |
| Previous Close: |
1.40 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.12% |
| 1 Month |
|
|
+31.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.51 |
1.40 |
| 1M High / 1M Low: |
1.72 |
1.05 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.48 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
