Soc. Generale Call 42 ABBN 21.06.2024
/ DE000SU2FGK4
Soc. Generale Call 42 ABBN 21.06..../ DE000SU2FGK4 /
| 2024-04-26 9:45:21 PM |
Chg.+0.010 |
Bid2024-04-26 |
Ask2024-04-26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.320EUR |
+3.23% |
0.320
Bid Size: 15,000 |
0.380
Ask Size: 15,000 |
ABB LTD N |
42.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
SU2FGK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-20 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.29 |
| Time value: |
0.07 |
| Break-even: |
46.55 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
2.86% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
10.28 |
| Rho: |
0.05 |
Quote data
| Open: |
0.320 |
| High: |
0.360 |
| Low: |
0.320 |
| Previous Close: |
0.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
+869.70% |
| YTD |
|
|
+503.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.280 |
| 1M High / 1M Low: |
0.330 |
0.130 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-19 |
0.330 |
| Low (YTD): |
2024-01-19 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.300 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.200 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
384.39% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
