Soc. Generale Call 100 ABT 21.06.2024
/ DE000SQ0VUS5
Soc. Generale Call 100 ABT 21.06..../ DE000SQ0VUS5 /
2024-06-03 9:49:18 PM |
Chg.+0.080 |
Bid9:58:05 PM |
Ask9:58:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.370EUR |
+27.59% |
0.370 Bid Size: 8,200 |
0.380 Ask Size: 8,200 |
Abbott Laboratories |
100.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SQ0VUS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-09-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
26.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.20 |
Implied volatility: |
0.27 |
Historic volatility: |
0.16 |
Parity: |
0.20 |
Time value: |
0.15 |
Break-even: |
95.64 |
Moneyness: |
1.02 |
Premium: |
0.02 |
Premium p.a.: |
0.37 |
Spread abs.: |
0.01 |
Spread %: |
2.94% |
Delta: |
0.66 |
Theta: |
-0.06 |
Omega: |
17.83 |
Rho: |
0.03 |
Quote data
Open: |
0.310 |
High: |
0.400 |
Low: |
0.280 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+19.35% |
1 Month |
|
|
-48.61% |
3 Months |
|
|
-81.77% |
YTD |
|
|
-71.76% |
1 Year |
|
|
-73.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.370 |
0.260 |
1M High / 1M Low: |
0.730 |
0.260 |
6M High / 6M Low: |
2.090 |
0.260 |
High (YTD): |
2024-03-08 |
2.090 |
Low (YTD): |
2024-05-29 |
0.260 |
52W High: |
2024-03-08 |
2.090 |
52W Low: |
2024-05-29 |
0.260 |
Avg. price 1W: |
|
0.306 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.483 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.235 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.172 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
230.82% |
Volatility 6M: |
|
135.08% |
Volatility 1Y: |
|
122.56% |
Volatility 3Y: |
|
- |