Soc. Generale Call 54 ABLZF 20.09.2024
/ DE000SW9FL10
Soc. Generale Call 54 ABLZF 20.09.../ DE000SW9FL10 /
| 6/12/2024 5:08:05 PM |
Chg.+0.046 |
Bid5:34:47 PM |
Ask5:34:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.120EUR |
+62.16% |
0.100
Bid Size: 40,000 |
0.130
Ask Size: 40,000 |
ABB Ltd. |
54.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
SW9FL1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
4/24/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.21 |
| Parity: |
-0.24 |
| Time value: |
0.09 |
| Break-even: |
54.90 |
| Moneyness: |
0.96 |
| Premium: |
0.06 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
12.50% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
19.58 |
| Rho: |
0.05 |
Quote data
| Open: |
0.071 |
| High: |
0.120 |
| Low: |
0.071 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+73.91% |
| 1 Month |
|
|
+287.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.069 |
| 1M High / 1M Low: |
0.076 |
0.033 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.052 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.01% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
