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Soc. Generale Call 35 ABBN 21.06..../  DE000SV48YD6  /

Frankfurt Zert./SG
12/06/2024  21:50:13 Chg.+0.110 Bid12/06/2024 Ask12/06/2024 Underlying Strike price Expiration date Option type
1.610EUR +7.33% 1.610
Bid Size: 15,000		 -
Ask Size: -		 ABB LTD N 35.00 CHF 21/06/2024 Call
 

Master data

WKN: SV48YD
Issuer: Société Générale
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 35.00 CHF
Maturity: 21/06/2024
Issue date: 11/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.24
Leverage: Yes

Calculated values

Fair value: 1.53
Intrinsic value: 1.53
Implied volatility: 1.78
Historic volatility: 0.21
Parity: 1.53
Time value: 0.06
Break-even: 52.20
Moneyness: 1.42
Premium: 0.01
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 0.63%
Delta: 0.92
Theta: -0.12
Omega: 2.98
Rho: 0.01
 

Quote data

Open: 1.480
High: 1.710
Low: 1.480
Previous Close: 1.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.23%
1 Month  
+35.29%
3 Months  
+140.30%
YTD  
+360.00%
1 Year  
+419.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.610 1.500
1M High / 1M Low: 1.610 1.190
6M High / 6M Low: 1.610 0.190
High (YTD): 12/06/2024 1.610
Low (YTD): 19/01/2024 0.190
52W High: 12/06/2024 1.610
52W Low: 27/10/2023 0.047
Avg. price 1W:   1.532
Avg. volume 1W:   0.000
Avg. price 1M:   1.363
Avg. volume 1M:   0.000
Avg. price 6M:   0.701
Avg. volume 6M:   0.000
Avg. price 1Y:   0.436
Avg. volume 1Y:   0.000
Volatility 1M:   61.28%
Volatility 6M:   123.14%
Volatility 1Y:   151.93%
Volatility 3Y:   -