Soc. Generale Call 500 ABB 21.06..../  DE000SU25G82  /

EUWAX
2024-05-31  8:57:54 AM Chg.+0.030 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
0.650EUR +4.84% -
Bid Size: -
-
Ask Size: -
ABB Ltd 500.00 SEK 2024-06-21 Call
 

Master data

WKN: SU25G8
Issuer: Société Générale
Currency: EUR
Underlying: ABB Ltd
Type: Warrant
Option type: Call
Strike price: 500.00 SEK
Maturity: 2024-06-21
Issue date: 2023-12-04
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 7.05
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.63
Implied volatility: 0.65
Historic volatility: 0.21
Parity: 0.63
Time value: 0.08
Break-even: 50.87
Moneyness: 1.14
Premium: 0.02
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.84
Theta: -0.05
Omega: 5.90
Rho: 0.02
 

Quote data

Open: 0.650
High: 0.650
Low: 0.650
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.33%
1 Month  
+54.76%
3 Months  
+490.91%
YTD  
+790.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.670 0.620
1M High / 1M Low: 0.670 0.380
6M High / 6M Low: - -
High (YTD): 2024-05-29 0.670
Low (YTD): 2024-01-19 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.644
Avg. volume 1W:   0.000
Avg. price 1M:   0.542
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.49%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -