Soc. Generale Call 550 ABB 21.06..../  DE000SW7TN14  /

EUWAX
2024-04-26  9:00:35 AM Chg.+0.013 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.097EUR +15.48% -
Bid Size: -
-
Ask Size: -
ABB Ltd 550.00 SEK 2024-06-21 Call
 

Master data

WKN: SW7TN1
Issuer: Société Générale
Currency: EUR
Underlying: ABB Ltd
Type: Warrant
Option type: Call
Strike price: 550.00 SEK
Maturity: 2024-06-21
Issue date: 2024-03-15
Last trading day: 2024-06-21
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 35.28
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.11
Time value: 0.13
Break-even: 48.31
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.41
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.44
Theta: -0.02
Omega: 15.42
Rho: 0.03
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.084
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.59%
1 Month  
+130.95%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.084
1M High / 1M Low: 0.130 0.031
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   677.09%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -