Soc. Generale Call 54 ABBN 21.06..../  DE000SW9C9L7  /

EUWAX
2024-05-17  10:22:09 AM Chg.+0.002 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.003EUR +200.00% -
Bid Size: -
-
Ask Size: -
ABB LTD N 54.00 CHF 2024-06-21 Call
 

Master data

WKN: SW9C9L
Issuer: Société Générale
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 54.00 CHF
Maturity: 2024-06-21
Issue date: 2024-04-23
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 238.85
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.21
Parity: -0.69
Time value: 0.02
Break-even: 54.85
Moneyness: 0.87
Premium: 0.15
Premium p.a.: 3.41
Spread abs.: 0.02
Spread %: 400.00%
Delta: 0.10
Theta: -0.01
Omega: 22.89
Rho: 0.00
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.001
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -