Soc. Generale Call 30 ABBN 21.06.2024
/ DE000SU00EA7
Soc. Generale Call 30 ABBN 21.06..../ DE000SU00EA7 /
| 2024-05-02 10:24:41 AM |
Chg.-0.02 |
Bid5:30:07 PM |
Ask5:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.54EUR |
-1.28% |
1.47
Bid Size: 15,000 |
1.63
Ask Size: 15,000 |
ABB LTD N |
30.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SU00EA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-10-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.52 |
| Intrinsic value: |
1.51 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.21 |
| Parity: |
1.51 |
| Time value: |
0.02 |
| Break-even: |
45.88 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.66% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
2.92 |
| Rho: |
0.04 |
Quote data
| Open: |
1.54 |
| High: |
1.54 |
| Low: |
1.54 |
| Previous Close: |
1.56 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.36% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+94.94% |
| YTD |
|
|
+92.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.57 |
1.49 |
| 1M High / 1M Low: |
1.57 |
1.18 |
| 6M High / 6M Low: |
1.57 |
0.25 |
| High (YTD): |
2024-04-29 |
1.57 |
| Low (YTD): |
2024-01-19 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.55% |
| Volatility 6M: |
|
94.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
