Soc. Generale Call 56 ABBN 21.03..../  DE000SY64KS4  /

Frankfurt Zert./SG
2024-12-20  9:51:25 PM Chg.+0.001 Bid9:54:11 PM Ask9:54:11 PM Underlying Strike price Expiration date Option type
0.028EUR +3.70% 0.028
Bid Size: 30,000
0.049
Ask Size: 30,000
ABB LTD N 56.00 CHF 2025-03-21 Call
 

Master data

WKN: SY64KS
Issuer: Société Générale
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 56.00 CHF
Maturity: 2025-03-21
Issue date: 2024-08-13
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 121.63
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.21
Parity: -0.78
Time value: 0.04
Break-even: 60.55
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 0.81
Spread abs.: 0.01
Spread %: 30.30%
Delta: 0.14
Theta: -0.01
Omega: 17.43
Rho: 0.02
 

Quote data

Open: 0.021
High: 0.033
Low: 0.019
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -63.64%
1 Month
  -58.21%
3 Months
  -62.16%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.027
1M High / 1M Low: 0.087 0.027
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
Avg. volume 1W:   0.000
Avg. price 1M:   0.066
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   303.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -