Soc. Generale Call 50 ABBN 21.03..../  DE000SU799M7  /

EUWAX
2024-12-20  8:16:18 AM Chg.-0.110 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.150EUR -42.31% -
Bid Size: -
-
Ask Size: -
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: 0.150
Low: 0.150
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -57.14%
1 Month
  -37.50%
3 Months
  -37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.150
1M High / 1M Low: 0.410 0.150
6M High / 6M Low: 0.450 0.110
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.278
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   1,904.762
Avg. price 6M:   0.260
Avg. volume 6M:   2,248.062
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   315.73%
Volatility 6M:   259.89%
Volatility 1Y:   -
Volatility 3Y:   -