Soc. Generale Call 400 ABB 21.06.2024
/ DE000SW2JYT8
Soc. Generale Call 400 ABB 21.06..../ DE000SW2JYT8 /
| 5/17/2024 10:21:19 AM |
Chg.-0.21 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.71EUR |
-7.19% |
-
Bid Size: - |
-
Ask Size: - |
ABB Ltd |
400.00 SEK |
6/21/2024 |
Call |
Master data
| WKN: |
SW2JYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 SEK |
| Maturity: |
6/21/2024 |
| Issue date: |
8/22/2023 |
| Last trading day: |
6/21/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.71 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.21 |
| Parity: |
2.68 |
| Time value: |
0.07 |
| Break-even: |
48.10 |
| Moneyness: |
1.39 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.73% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.32 |
| Rho: |
0.03 |
Quote data
| Open: |
2.71 |
| High: |
2.71 |
| Low: |
2.71 |
| Previous Close: |
2.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.58% |
| 1 Month |
|
|
+22.62% |
| 3 Months |
|
|
+97.81% |
| YTD |
|
|
+179.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.92 |
2.71 |
| 1M High / 1M Low: |
2.92 |
2.21 |
| 6M High / 6M Low: |
2.92 |
0.46 |
| High (YTD): |
5/16/2024 |
2.92 |
| Low (YTD): |
1/19/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.37 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.42% |
| Volatility 6M: |
|
106.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
