Soc. Generale Call 45 ABBN 20.06.2025
/ DE000SW98155
Soc. Generale Call 45 ABBN 20.06..../ DE000SW98155 /
| 2024-12-20 9:50:52 PM |
Chg.+0.010 |
Bid9:58:23 PM |
Ask9:58:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.550EUR |
+1.85% |
0.550
Bid Size: 15,000 |
0.630
Ask Size: 15,000 |
ABB LTD N |
45.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
SW9815 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
0.40 |
| Time value: |
0.19 |
| Break-even: |
54.21 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
1.72% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
6.69 |
| Rho: |
0.17 |
Quote data
| Open: |
0.510 |
| High: |
0.590 |
| Low: |
0.510 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.49% |
| 1 Month |
|
|
-17.91% |
| 3 Months |
|
|
+3.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.790 |
0.540 |
| 1M High / 1M Low: |
0.820 |
0.540 |
| 6M High / 6M Low: |
0.860 |
0.330 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.716 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.618 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.01% |
| Volatility 6M: |
|
136.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
