Soc. Generale Call 55 ABBN 21.03..../  DE000SU965A9  /

EUWAX
2024-12-20  9:37:38 AM Chg.-0.021 Bid10:00:34 PM Ask10:00:34 PM Underlying Strike price Expiration date Option type
0.039EUR -35.00% -
Bid Size: -
-
Ask Size: -
ABB LTD N 55.00 CHF 2025-03-21 Call
 

Master data

WKN: SU965A
Issuer: Société Générale
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 55.00 CHF
Maturity: 2025-03-21
Issue date: 2024-03-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 95.09
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.67
Time value: 0.06
Break-even: 59.60
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.70
Spread abs.: 0.01
Spread %: 22.22%
Delta: 0.18
Theta: -0.01
Omega: 16.81
Rho: 0.02
 

Quote data

Open: 0.039
High: 0.039
Low: 0.039
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.50%
1 Month
  -56.67%
3 Months
  -64.55%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.039
1M High / 1M Low: 0.140 0.039
6M High / 6M Low: 0.240 0.039
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.101
Avg. volume 1M:   0.000
Avg. price 6M:   0.109
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   298.18%
Volatility 6M:   266.28%
Volatility 1Y:   -
Volatility 3Y:   -