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

EUWAX
2024-05-30  8:52:27 AM Chg.-0.008 Bid5:13:54 PM Ask5:13:54 PM Underlying Strike price Expiration date Option type
0.042EUR -16.00% 0.073
Bid Size: 125,000		 0.083
Ask Size: 125,000		 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: 183.73
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.17
Parity: -0.95
Time value: 0.08
Break-even: 153.54
Moneyness: 0.94
Premium: 0.07
Premium p.a.: 2.14
Spread abs.: 0.01
Spread %: 14.71%
Delta: 0.17
Theta: -0.05
Omega: 31.00
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.042
Low: 0.042
Previous Close: 0.050
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -85.52%
3 Months
  -97.22%
YTD
  -90.87%
1 Year
  -90.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.050
1M High / 1M Low: 0.400 0.050
6M High / 6M Low: 1.720 0.050
High (YTD): 2024-03-07 1.720
Low (YTD): 2024-05-29 0.050
52W High: 2024-03-07 1.720
52W Low: 2024-05-29 0.050
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.237
Avg. volume 1M:   0.000
Avg. price 6M:   0.848
Avg. volume 6M:   0.000
Avg. price 1Y:   0.657
Avg. volume 1Y:   0.000
Volatility 1M:   327.66%
Volatility 6M:   217.03%
Volatility 1Y:   194.26%
Volatility 3Y:   -