Soc. Generale Call 165 ABBV 21.06.2024
/ DE000SQ3S3D7
Soc. Generale Call 165 ABBV 21.06.../ DE000SQ3S3D7 /
2024-05-14 9:37:57 PM |
Chg.-0.010 |
Bid9:59:58 PM |
Ask9:59:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
-3.70% |
0.270 Bid Size: 10,000 |
0.280 Ask Size: 10,000 |
AbbVie Inc |
165.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SQ3S3D |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
165.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
53.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.21 |
Historic volatility: |
0.17 |
Parity: |
-0.34 |
Time value: |
0.28 |
Break-even: |
155.69 |
Moneyness: |
0.98 |
Premium: |
0.04 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.01 |
Spread %: |
3.70% |
Delta: |
0.40 |
Theta: |
-0.06 |
Omega: |
21.53 |
Rho: |
0.06 |
Quote data
Open: |
0.230 |
High: |
0.290 |
Low: |
0.230 |
Previous Close: |
0.270 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-27.78% |
1 Month |
|
|
-59.38% |
3 Months |
|
|
-81.82% |
YTD |
|
|
-42.22% |
1 Year |
|
|
-68.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.360 |
0.250 |
1M High / 1M Low: |
0.930 |
0.250 |
6M High / 6M Low: |
1.890 |
0.160 |
High (YTD): |
2024-03-06 |
1.890 |
Low (YTD): |
2024-05-10 |
0.250 |
52W High: |
2024-03-06 |
1.890 |
52W Low: |
2023-11-28 |
0.160 |
Avg. price 1W: |
|
0.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.521 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.896 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.702 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
309.81% |
Volatility 6M: |
|
191.19% |
Volatility 1Y: |
|
177.07% |
Volatility 3Y: |
|
- |