Soc. Generale Call 44 ABBN 21.06.2024
/ DE000SU5FUW3
Soc. Generale Call 44 ABBN 21.06..../ DE000SU5FUW3 /
| 12/06/2024 21:49:46 |
Chg.+0.110 |
Bid08:00:09 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+19.30% |
0.660
Bid Size: 15,000 |
-
Ask Size: - |
ABB LTD N |
44.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
SU5FUW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
08/12/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.21 |
| Parity: |
0.59 |
| Time value: |
0.07 |
| Break-even: |
52.24 |
| Moneyness: |
1.13 |
| Premium: |
0.01 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
1.54% |
| Delta: |
0.84 |
| Theta: |
-0.10 |
| Omega: |
6.56 |
| Rho: |
0.01 |
Quote data
| Open: |
0.550 |
| High: |
0.780 |
| Low: |
0.550 |
| Previous Close: |
0.570 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+962.50% |
| YTD |
|
|
+2093.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.570 |
| 1M High / 1M Low: |
0.680 |
0.340 |
| 6M High / 6M Low: |
0.680 |
0.014 |
| High (YTD): |
12/06/2024 |
0.680 |
| Low (YTD): |
19/01/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.477 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.140 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.77% |
| Volatility 6M: |
|
283.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
