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Soc. Generale Call 40 ABBN 20.09..../  DE000SW13M52  /

EUWAX
02/09/2024  08:55:43 Chg.+0.040 Bid11:02:34 Ask11:02:34 Underlying Strike price Expiration date Option type
0.820EUR +5.13% 0.890
Bid Size: 150,000		 0.900
Ask Size: 150,000		 ABB LTD N 40.00 CHF 20/09/2024 Call
 

Master data

WKN: SW13M5
Issuer: Société Générale
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 40.00 CHF
Maturity: 20/09/2024
Issue date: 10/08/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.47
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.88
Implied volatility: 0.76
Historic volatility: 0.22
Parity: 0.88
Time value: 0.06
Break-even: 51.98
Moneyness: 1.21
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.89
Theta: -0.05
Omega: 4.85
Rho: 0.02
 

Quote data

Open: 0.820
High: 0.820
Low: 0.820
Previous Close: 0.780
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month  
+32.26%
3 Months
  -9.89%
YTD  
+485.71%
1 Year  
+1054.93%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.720
1M High / 1M Low: 0.780 0.400
6M High / 6M Low: 1.200 0.230
High (YTD): 20/06/2024 1.200
Low (YTD): 19/01/2024 0.075
52W High: 20/06/2024 1.200
52W Low: 27/10/2023 0.025
Avg. price 1W:   0.744
Avg. volume 1W:   0.000
Avg. price 1M:   0.628
Avg. volume 1M:   0.000
Avg. price 6M:   0.699
Avg. volume 6M:   0.000
Avg. price 1Y:   0.398
Avg. volume 1Y:   0.000
Volatility 1M:   175.53%
Volatility 6M:   170.55%
Volatility 1Y:   170.53%
Volatility 3Y:   -