Soc. Generale Call 30 ABBN 21.06.2024
/ DE000SU00EA7
Soc. Generale Call 30 ABBN 21.06..../ DE000SU00EA7 /
2024-05-09 8:25:09 PM |
Chg.+0.030 |
Bid2024-05-09 |
Ask2024-05-09 |
Underlying |
Strike price |
Expiration date |
Option type |
1.630EUR |
+1.88% |
1.630 Bid Size: 15,000 |
1.800 Ask Size: 15,000 |
ABB LTD N |
30.00 CHF |
2024-06-21 |
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: |
2024-06-21 |
Issue date: |
2023-10-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.67 |
Intrinsic value: |
1.65 |
Implied volatility: |
0.84 |
Historic volatility: |
0.21 |
Parity: |
1.65 |
Time value: |
0.05 |
Break-even: |
47.74 |
Moneyness: |
1.54 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.59% |
Delta: |
0.95 |
Theta: |
-0.02 |
Omega: |
2.64 |
Rho: |
0.03 |
Quote data
Open: |
1.580 |
High: |
1.700 |
Low: |
1.580 |
Previous Close: |
1.600 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
+38.14% |
3 Months |
|
|
+96.39% |
YTD |
|
|
+101.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.600 |
1.480 |
1M High / 1M Low: |
1.600 |
1.150 |
6M High / 6M Low: |
1.600 |
0.340 |
High (YTD): |
2024-05-08 |
1.600 |
Low (YTD): |
2024-01-19 |
0.580 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.520 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.381 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.917 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
78.66% |
Volatility 6M: |
|
82.79% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |