Soc. Generale Call 40 ABBN 20.09.2024
/ DE000SW13M52
Soc. Generale Call 40 ABBN 20.09..../ DE000SW13M52 /
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: |
|
- |