Soc. Generale Call 400 ABB 21.06.2024
/ DE000SW2JYT8
Soc. Generale Call 400 ABB 21.06..../ DE000SW2JYT8 /
| 07/06/2024 08:10:49 |
Chg.+0.01 |
Bid22:00:45 |
Ask22:00:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.22EUR |
+0.31% |
-
Bid Size: - |
-
Ask Size: - |
ABB Ltd |
400.00 SEK |
21/06/2024 |
Call |
Master data
| WKN: |
SW2JYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 SEK |
| Maturity: |
21/06/2024 |
| Issue date: |
22/08/2023 |
| Last trading day: |
21/06/2024 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.28 |
| Intrinsic value: |
3.27 |
| Implied volatility: |
1.78 |
| Historic volatility: |
0.21 |
| Parity: |
3.27 |
| Time value: |
0.19 |
| Break-even: |
52.44 |
| Moneyness: |
1.47 |
| Premium: |
0.02 |
| Premium p.a.: |
0.66 |
| Spread abs.: |
0.11 |
| Spread %: |
3.28% |
| Delta: |
0.91 |
| Theta: |
-0.12 |
| Omega: |
2.69 |
| Rho: |
0.01 |
Quote data
| Open: |
3.22 |
| High: |
3.22 |
| Low: |
3.22 |
| Previous Close: |
3.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.89% |
| 1 Month |
|
|
+24.32% |
| 3 Months |
|
|
+140.30% |
| YTD |
|
|
+231.96% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.22 |
3.02 |
| 1M High / 1M Low: |
3.22 |
2.59 |
| 6M High / 6M Low: |
3.22 |
0.69 |
| High (YTD): |
07/06/2024 |
3.22 |
| Low (YTD): |
19/01/2024 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.66 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.90% |
| Volatility 6M: |
|
93.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
