Soc. Generale Call 475 ABB 20.09.2024
/ DE000SU17H99
Soc. Generale Call 475 ABB 20.09..../ DE000SU17H99 /
| 2024-05-02 8:16:06 AM |
Chg.0.000 |
Bid3:47:37 PM |
Ask3:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
0.00% |
0.670
Bid Size: 25,000 |
0.680
Ask Size: 25,000 |
ABB Ltd |
475.00 SEK |
2024-09-20 |
Call |
Master data
| WKN: |
SU17H9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
475.00 SEK |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-20 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.61 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.21 |
| Parity: |
0.51 |
| Time value: |
0.18 |
| Break-even: |
47.47 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
1.47% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
5.16 |
| Rho: |
0.11 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.700 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.38% |
| 1 Month |
|
|
+70.73% |
| 3 Months |
|
|
+233.33% |
| YTD |
|
|
+250.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.700 |
0.640 |
| 1M High / 1M Low: |
0.700 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
0.700 |
| Low (YTD): |
2024-01-19 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.519 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
