Soc. Generale Call 52 ABBN 20.06..../  DE000SJ2V6G4  /

EUWAX
2024-12-20  9:36:58 AM Chg.-0.050 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
0.170EUR -22.73% -
Bid Size: -
-
Ask Size: -
ABB LTD N 52.00 CHF 2025-06-20 Call
 

Master data

WKN: SJ2V6G
Issuer: Société Générale
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 52.00 CHF
Maturity: 2025-06-20
Issue date: 2024-11-15
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.53
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.21
Parity: -0.35
Time value: 0.19
Break-even: 57.73
Moneyness: 0.94
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.39
Theta: -0.01
Omega: 10.68
Rho: 0.09
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -48.48%
1 Month
  -34.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.170
1M High / 1M Low: 0.360 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.286
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   193.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -