Soc. Generale Call 52 ABBN 20.09.2024
/ DE000SW7UJ90
Soc. Generale Call 52 ABBN 20.09..../ DE000SW7UJ90 /
| 11/06/2024 09:24:49 |
Chg.- |
Bid08:01:15 |
Ask08:01:15 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
- |
0.130
Bid Size: 35,000 |
0.170
Ask Size: 35,000 |
ABB LTD N |
52.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
SW7UJ9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
18/03/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.21 |
| Parity: |
-0.21 |
| Time value: |
0.14 |
| Break-even: |
55.27 |
| Moneyness: |
0.96 |
| Premium: |
0.07 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.01 |
| Spread %: |
7.69% |
| Delta: |
0.40 |
| Theta: |
-0.01 |
| Omega: |
14.89 |
| Rho: |
0.05 |
Quote data
| Open: |
0.140 |
| High: |
0.140 |
| Low: |
0.140 |
| Previous Close: |
0.140 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.27% |
| 1 Month |
|
|
+174.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.110 |
| 1M High / 1M Low: |
0.160 |
0.058 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.097 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
