Soc. Generale Call 50 ABBN 21.06.2024
/ DE000SU9M3H0
Soc. Generale Call 50 ABBN 21.06..../ DE000SU9M3H0 /
| 20/05/2024 13:25:02 |
Chg.+0.001 |
Bid13:56:30 |
Ask13:56:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.026EUR |
+4.00% |
0.026
Bid Size: 35,000 |
0.045
Ask Size: 35,000 |
ABB LTD N |
50.00 CHF |
21/06/2024 |
Call |
Master data
| WKN: |
SU9M3H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
21/06/2024 |
| Issue date: |
21/02/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
122.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
0.04 |
| Break-even: |
50.99 |
| Moneyness: |
0.94 |
| Premium: |
0.07 |
| Premium p.a.: |
1.11 |
| Spread abs.: |
0.01 |
| Spread %: |
34.48% |
| Delta: |
0.22 |
| Theta: |
-0.02 |
| Omega: |
26.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.022 |
| High: |
0.026 |
| Low: |
0.022 |
| Previous Close: |
0.025 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+62.50% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.038 |
0.025 |
| 1M High / 1M Low: |
0.038 |
0.006 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.017 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
380.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
