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Soc. Generale Call 165 ABBV 21.06.../  DE000SQ3S3D7  /

Frankfurt Zert./SG
6/7/2024  9:43:14 PM Chg.+0.070 Bid9:59:43 PM Ask9:59:43 PM Underlying Strike price Expiration date Option type
0.580EUR +13.73% 0.540
Bid Size: 6,000		 0.560
Ask Size: 6,000		 AbbVie Inc 165.00 USD 6/21/2024 Call
 

Master data

WKN: SQ3S3D
Issuer: Société Générale
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 6/21/2024
Issue date: 11/3/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.01
Leverage: Yes

Calculated values

Fair value: 0.48
Intrinsic value: 0.41
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.41
Time value: 0.15
Break-even: 158.36
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 3.70%
Delta: 0.73
Theta: -0.11
Omega: 20.32
Rho: 0.04
 

Quote data

Open: 0.430
High: 0.580
Low: 0.420
Previous Close: 0.510
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+383.33%
1 Month  
+132.00%
3 Months
  -66.28%
YTD  
+28.89%
1 Year  
+23.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.580 0.150
1M High / 1M Low: 0.580 0.061
6M High / 6M Low: 1.890 0.061
High (YTD): 3/6/2024 1.890
Low (YTD): 5/28/2024 0.061
52W High: 3/6/2024 1.890
52W Low: 5/28/2024 0.061
Avg. price 1W:   0.350
Avg. volume 1W:   0.000
Avg. price 1M:   0.245
Avg. volume 1M:   0.000
Avg. price 6M:   0.900
Avg. volume 6M:   0.000
Avg. price 1Y:   0.678
Avg. volume 1Y:   0.000
Volatility 1M:   470.43%
Volatility 6M:   261.18%
Volatility 1Y:   217.24%
Volatility 3Y:   -