Soc. Generale Call 12.5 FORTUM 21.06.2024
/ DE000SU75BZ2
Soc. Generale Call 12.5 FORTUM 21.../ DE000SU75BZ2 /
| 16/05/2024 10:31:07 |
Chg.+0.160 |
Bid15:31:11 |
Ask15:31:11 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+20.51% |
0.990
Bid Size: 15,000 |
1.010
Ask Size: 15,000 |
Fortum Corporation |
12.50 EUR |
21/06/2024 |
Call |
Master data
| WKN: |
SU75BZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.50 EUR |
| Maturity: |
21/06/2024 |
| Issue date: |
09/02/2024 |
| Last trading day: |
21/06/2024 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
0.74 |
| Time value: |
0.10 |
| Break-even: |
14.18 |
| Moneyness: |
1.12 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.20% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
7.02 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.940 |
| Previous Close: |
0.780 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+84.31% |
| 1 Month |
|
|
+248.15% |
| 3 Months |
|
|
+683.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.780 |
0.510 |
| 1M High / 1M Low: |
0.780 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.417 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
211.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
