Soc. Generale Call 13.5 FORTUM 20.09.2024
/ DE000SW7TMT1
Soc. Generale Call 13.5 FORTUM 20.../ DE000SW7TMT1 /
| 2024-07-10 9:15:09 AM |
Chg.-0.030 |
Bid1:07:37 PM |
Ask1:07:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-6.00% |
0.500
Bid Size: 20,000 |
0.510
Ask Size: 20,000 |
Fortum Corporation |
13.50 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
SW7TMT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Fortum Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
13.50 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
2:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.11 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.25 |
| Parity: |
0.11 |
| Time value: |
0.33 |
| Break-even: |
14.38 |
| Moneyness: |
1.02 |
| Premium: |
0.05 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
9.27 |
| Rho: |
0.01 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.500 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.34% |
| 1 Month |
|
|
-16.07% |
| 3 Months |
|
|
+46.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.500 |
| 1M High / 1M Low: |
0.830 |
0.500 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.596 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
