Soc. Generale Call 30 ABBN 21.06.2024
/ DE000SU00EA7
Soc. Generale Call 30 ABBN 21.06..../ DE000SU00EA7 /
| 5/17/2024 10:09:00 AM |
Chg.-0.06 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.74EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
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: |
0.96 |
| Historic volatility: |
0.21 |
| Parity: |
1.74 |
| Time value: |
0.04 |
| Break-even: |
48.16 |
| Moneyness: |
1.57 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.96 |
| Theta: |
-0.02 |
| Omega: |
2.57 |
| Rho: |
0.03 |
Quote data
| Open: |
1.74 |
| High: |
1.74 |
| Low: |
1.74 |
| Previous Close: |
1.80 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+22.54% |
| 3 Months |
|
|
+70.59% |
| YTD |
|
|
+117.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.74 |
| 1M High / 1M Low: |
1.81 |
1.42 |
| 6M High / 6M Low: |
1.81 |
0.45 |
| High (YTD): |
5/15/2024 |
1.81 |
| Low (YTD): |
1/19/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
38.02% |
| Volatility 6M: |
|
76.59% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
