Soc. Generale Call 54 ABLZF 20.09.2024
/ DE000SW9FL10
Soc. Generale Call 54 ABLZF 20.09.../ DE000SW9FL10 /
| 2024-05-17 10:22:45 AM |
Chg.-0.007 |
Bid10:57:18 AM |
Ask10:57:18 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-17.07% |
0.033
Bid Size: 450,000 |
0.043
Ask Size: 450,000 |
ABB Ltd. |
54.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
SW9FL1 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-04-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
94.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.21 |
| Parity: |
-0.59 |
| Time value: |
0.05 |
| Break-even: |
54.51 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
0.44 |
| Spread abs.: |
0.01 |
| Spread %: |
24.39% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
17.69 |
| Rho: |
0.03 |
Quote data
| Open: |
0.034 |
| High: |
0.034 |
| Low: |
0.034 |
| Previous Close: |
0.041 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+36.00% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.041 |
0.025 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.033 |
| 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: |
|
- |
