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

EUWAX
2024-05-14  8:53:41 AM Chg.+0.020 Bid8:11:44 PM Ask8:11:44 PM Underlying Strike price Expiration date Option type
0.230EUR +9.52% 0.250
Bid Size: 150,000		 0.260
Ask Size: 150,000		 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: 0.230
Low: 0.230
Previous Close: 0.210
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -36.11%
1 Month
  -64.62%
3 Months
  -81.89%
YTD
  -50.00%
1 Year
  -72.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.210
1M High / 1M Low: 0.830 0.210
6M High / 6M Low: 1.720 0.170
High (YTD): 2024-03-07 1.720
Low (YTD): 2024-05-13 0.210
52W High: 2024-03-07 1.720
52W Low: 2023-11-29 0.170
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.460
Avg. volume 1M:   0.000
Avg. price 6M:   0.846
Avg. volume 6M:   0.000
Avg. price 1Y:   0.678
Avg. volume 1Y:   0.000
Volatility 1M:   332.52%
Volatility 6M:   193.63%
Volatility 1Y:   180.51%
Volatility 3Y:   -