Soc. Generale Call 50 ABBN 21.03.2025
/ DE000SU799M7
Soc. Generale Call 50 ABBN 21.03..../ DE000SU799M7 /
2024-12-20 9:48:31 PM |
Chg.0.000 |
Bid2024-12-20 |
Ask2024-12-20 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
0.00% |
0.170 Bid Size: 25,000 |
0.220 Ask Size: 25,000 |
ABB LTD N |
50.00 CHF |
2025-03-21 |
Call |
Master data
WKN: |
SU799M |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 CHF |
Maturity: |
2025-03-21 |
Issue date: |
2024-02-13 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.17 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.24 |
Historic volatility: |
0.21 |
Parity: |
-0.14 |
Time value: |
0.20 |
Break-even: |
55.68 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.29 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
0.46 |
Theta: |
-0.02 |
Omega: |
11.99 |
Rho: |
0.05 |
Quote data
Open: |
0.150 |
High: |
0.200 |
Low: |
0.150 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-50.00% |
1 Month |
|
|
-37.04% |
3 Months |
|
|
-15.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.340 |
0.170 |
1M High / 1M Low: |
0.360 |
0.170 |
6M High / 6M Low: |
0.450 |
0.120 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.260 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.292 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.257 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
222.81% |
Volatility 6M: |
|
209.74% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |