Soc. Generale Call 30 ABBN 21.06.2024
/ DE000SU00EA7
Soc. Generale Call 30 ABBN 21.06..../ DE000SU00EA7 /
| 5/20/2024 12:13:51 PM |
Chg.+0.010 |
Bid5/20/2024 |
Ask5/20/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.700EUR |
+0.59% |
1.700
Bid Size: 15,000 |
1.870
Ask Size: 15,000 |
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: |
2.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.75 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
1.00 |
| Historic volatility: |
0.21 |
| Parity: |
1.74 |
| Time value: |
0.04 |
| Break-even: |
48.16 |
| Moneyness: |
1.57 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.56 |
| Rho: |
0.02 |
Quote data
| Open: |
1.670 |
| High: |
1.700 |
| Low: |
1.670 |
| Previous Close: |
1.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+16.44% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+109.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.790 |
1.690 |
| 1M High / 1M Low: |
1.790 |
1.400 |
| 6M High / 6M Low: |
1.790 |
0.450 |
| High (YTD): |
5/15/2024 |
1.790 |
| Low (YTD): |
1/19/2024 |
0.580 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.562 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.990 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
30.63% |
| Volatility 6M: |
|
78.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
