Soc. Generale Call 375 ABB 20.09.2024
/ DE000SU0W0K7
Soc. Generale Call 375 ABB 20.09..../ DE000SU0W0K7 /
| 2024-05-02 8:53:23 AM |
Chg.+0.03 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.93EUR |
+1.03% |
-
Bid Size: - |
-
Ask Size: - |
ABB Ltd |
375.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SU0W0K |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
375.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-19 |
| Last trading day: |
2024-09-20 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.82 |
| Intrinsic value: |
2.72 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.21 |
| Parity: |
2.72 |
| Time value: |
0.19 |
| Break-even: |
46.58 |
| Moneyness: |
1.42 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
2.91 |
| Rho: |
0.11 |
Quote data
| Open: |
2.93 |
| High: |
2.93 |
| Low: |
2.93 |
| Previous Close: |
2.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.55% |
| 1 Month |
|
|
+30.22% |
| 3 Months |
|
|
+92.76% |
| YTD |
|
|
+102.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.91 |
2.75 |
| 1M High / 1M Low: |
2.91 |
2.21 |
| 6M High / 6M Low: |
2.91 |
0.60 |
| High (YTD): |
2024-04-29 |
2.91 |
| Low (YTD): |
2024-01-19 |
1.15 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.88% |
| Volatility 6M: |
|
81.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
