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Soc. Generale Call 95 ABT 19.09.2.../  DE000SU0RJV4  /

Frankfurt Zert./SG
2024-06-13  10:58:28 AM Chg.-0.050 Bid11:09:01 AM Ask11:09:01 AM Underlying Strike price Expiration date Option type
1.710EUR -2.84% 1.720
Bid Size: 7,000		 1.790
Ask Size: 7,000		 Abbott Laboratories 95.00 USD 2025-09-19 Call
 

Master data

WKN: SU0RJV
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2025-09-19
Issue date: 2023-10-13
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.45
Leverage: Yes

Calculated values

Fair value: 1.48
Intrinsic value: 0.87
Implied volatility: 0.25
Historic volatility: 0.16
Parity: 0.87
Time value: 0.90
Break-even: 105.56
Moneyness: 1.10
Premium: 0.09
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.74
Theta: -0.01
Omega: 4.02
Rho: 0.68
 

Quote data

Open: 1.700
High: 1.710
Low: 1.700
Previous Close: 1.760
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.58%
1 Month
  -6.56%
3 Months
  -44.66%
YTD
  -25.65%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.020 1.720
1M High / 1M Low: 2.020 1.540
6M High / 6M Low: 3.150 1.540
High (YTD): 2024-03-08 3.150
Low (YTD): 2024-05-29 1.540
52W High: - -
52W Low: - -
Avg. price 1W:   1.878
Avg. volume 1W:   0.000
Avg. price 1M:   1.731
Avg. volume 1M:   0.000
Avg. price 6M:   2.345
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.32%
Volatility 6M:   60.90%
Volatility 1Y:   -
Volatility 3Y:   -