Soc. Generale Call 30 ABBN 21.06.2024
/ DE000SU00EA7
Soc. Generale Call 30 ABBN 21.06..../ DE000SU00EA7 /
| 6/10/2024 9:58:32 AM |
Chg.+0.03 |
Bid10:58:47 AM |
Ask10:58:47 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.11EUR |
+1.44% |
2.06
Bid Size: 150,000 |
2.07
Ask Size: 150,000 |
ABB LTD N |
30.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
SU00EA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
10/23/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.05 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
2.88 |
| Historic volatility: |
0.21 |
| Parity: |
2.05 |
| Time value: |
0.16 |
| Break-even: |
53.08 |
| Moneyness: |
1.66 |
| Premium: |
0.03 |
| Premium p.a.: |
1.79 |
| Spread abs.: |
0.17 |
| Spread %: |
8.33% |
| Delta: |
0.90 |
| Theta: |
-0.21 |
| Omega: |
2.09 |
| Rho: |
0.01 |
Quote data
| Open: |
2.11 |
| High: |
2.11 |
| Low: |
2.11 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.46% |
| 1 Month |
|
|
+21.26% |
| 3 Months |
|
|
+86.73% |
| YTD |
|
|
+163.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.13 |
1.98 |
| 1M High / 1M Low: |
2.13 |
1.69 |
| 6M High / 6M Low: |
2.13 |
0.58 |
| High (YTD): |
6/6/2024 |
2.13 |
| Low (YTD): |
1/19/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
45.05% |
| Volatility 6M: |
|
70.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
