Soc. Generale Call 50 ABBN 20.06.2025
/ DE000SW98163
Soc. Generale Call 50 ABBN 20.06..../ DE000SW98163 /
| 2024-06-12 7:58:39 PM |
Chg.+0.070 |
Bid2024-06-12 |
Ask2024-06-12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+15.56% |
0.520
Bid Size: 25,000 |
0.570
Ask Size: 25,000 |
ABB LTD N |
50.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
SW9816 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-0.03 |
| Time value: |
0.48 |
| Break-even: |
56.66 |
| Moneyness: |
0.99 |
| Premium: |
0.10 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.13% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
6.48 |
| Rho: |
0.27 |
Quote data
| Open: |
0.450 |
| High: |
0.550 |
| Low: |
0.450 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.440 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.450 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
