Soc. Generale Call 34 ABBN 21.06.2024
/ DE000SU1SJ94
Soc. Generale Call 34 ABBN 21.06..../ DE000SU1SJ94 /
| 5/10/2024 9:35:18 PM |
Chg.+0.040 |
Bid5/10/2024 |
Ask5/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+3.25% |
1.270
Bid Size: 15,000 |
1.440
Ask Size: 15,000 |
ABB LTD N |
34.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
SU1SJ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
11/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.31 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.21 |
| Parity: |
1.31 |
| Time value: |
0.05 |
| Break-even: |
48.43 |
| Moneyness: |
1.38 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.74% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.29 |
| Rho: |
0.03 |
Quote data
| Open: |
1.210 |
| High: |
1.350 |
| Low: |
1.210 |
| Previous Close: |
1.230 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.69% |
| 1 Month |
|
|
+56.79% |
| 3 Months |
|
|
+170.21% |
| YTD |
|
|
+195.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
1.110 |
| 1M High / 1M Low: |
1.270 |
0.760 |
| 6M High / 6M Low: |
1.270 |
0.130 |
| High (YTD): |
5/10/2024 |
1.270 |
| Low (YTD): |
1/19/2024 |
0.250 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.186 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.022 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.569 |
| Avg. volume 6M: |
|
10.484 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.83% |
| Volatility 6M: |
|
131.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
