Soc. Generale Call 165 ABBV 21.06.2024
/ DE000SQ3S3D7
Soc. Generale Call 165 ABBV 21.06.../ DE000SQ3S3D7 /
5/29/2024 6:18:47 PM |
Chg.+0.003 |
Bid6:24:45 PM |
Ask6:24:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.064EUR |
+4.92% |
0.063 Bid Size: 125,000 |
0.073 Ask Size: 125,000 |
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: |
168.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-0.89 |
Time value: |
0.09 |
Break-even: |
152.91 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
1.85 |
Spread abs.: |
0.01 |
Spread %: |
13.33% |
Delta: |
0.18 |
Theta: |
-0.05 |
Omega: |
30.64 |
Rho: |
0.02 |
Quote data
Open: |
0.050 |
High: |
0.087 |
Low: |
0.044 |
Previous Close: |
0.061 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-62.35% |
1 Month |
|
|
-82.22% |
3 Months |
|
|
-95.82% |
YTD |
|
|
-85.78% |
1 Year |
|
|
-87.20% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.061 |
1M High / 1M Low: |
0.460 |
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: |
|
0.107 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.901 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.683 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
337.94% |
Volatility 6M: |
|
221.07% |
Volatility 1Y: |
|
191.70% |
Volatility 3Y: |
|
- |