Soc. Generale Call 44 ABBN 21.06.2024
/ DE000SU5FUW3
Soc. Generale Call 44 ABBN 21.06..../ DE000SU5FUW3 /
| 6/12/2024 9:49:46 PM |
Chg.+0.110 |
Bid6/12/2024 |
Ask6/12/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.680EUR |
+19.30% |
0.680
Bid Size: 15,000 |
-
Ask Size: - |
ABB LTD N |
44.00 CHF |
6/21/2024 |
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: |
6/21/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
6/20/2024 |
| 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: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+106.06% |
| 3 Months |
|
|
+1316.67% |
| YTD |
|
|
+2093.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.560 |
| 1M High / 1M Low: |
0.600 |
0.340 |
| 6M High / 6M Low: |
0.600 |
0.014 |
| High (YTD): |
6/7/2024 |
0.600 |
| Low (YTD): |
1/19/2024 |
0.014 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.468 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.135 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.84% |
| Volatility 6M: |
|
283.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
