Soc. Generale Call 400 ABB 21.06.2024
/ DE000SW2JYT8
Soc. Generale Call 400 ABB 21.06..../ DE000SW2JYT8 /
| 2024-05-02 8:09:41 AM |
Chg.0.00 |
Bid6:12:45 PM |
Ask6:12:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.41EUR |
0.00% |
2.33
Bid Size: 1,300 |
2.44
Ask Size: 1,300 |
ABB Ltd |
400.00 SEK |
2024-06-21 |
Call |
Master data
| WKN: |
SW2JYT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 SEK |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-08-22 |
| Last trading day: |
2024-06-21 |
| Ratio: |
5:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
3.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.33 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.21 |
| Parity: |
2.29 |
| Time value: |
0.11 |
| Break-even: |
46.16 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.04 |
Quote data
| Open: |
2.41 |
| High: |
2.41 |
| Low: |
2.41 |
| Previous Close: |
2.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.24% |
| 1 Month |
|
|
+43.45% |
| 3 Months |
|
|
+125.23% |
| YTD |
|
|
+148.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.41 |
2.29 |
| 1M High / 1M Low: |
2.41 |
1.61 |
| 6M High / 6M Low: |
2.41 |
0.31 |
| High (YTD): |
2024-04-30 |
2.41 |
| Low (YTD): |
2024-01-19 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.96 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.90% |
| Volatility 6M: |
|
116.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
