Soc. Generale Call 95 ABT 20.06.2025
/ DE000SW3WFU6
Soc. Generale Call 95 ABT 20.06.2.../ DE000SW3WFU6 /
| 6/12/2024 9:47:14 AM |
Chg.-0.12 |
Bid5:32:26 PM |
Ask5:32:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.69EUR |
-6.63% |
1.65
Bid Size: 100,000 |
1.66
Ask Size: 100,000 |
Abbott Laboratories |
95.00 USD |
6/20/2025 |
Call |
Master data
| WKN: |
SW3WFU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Abbott Laboratories |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 USD |
| Maturity: |
6/20/2025 |
| Issue date: |
9/25/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.01 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
1.01 |
| Time value: |
0.74 |
| Break-even: |
105.96 |
| Moneyness: |
1.11 |
| Premium: |
0.08 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.57% |
| Delta: |
0.76 |
| Theta: |
-0.02 |
| Omega: |
4.25 |
| Rho: |
0.58 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.69 |
| Previous Close: |
1.81 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.92% |
| 1 Month |
|
|
+0.60% |
| 3 Months |
|
|
-41.92% |
| YTD |
|
|
-24.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.83 |
1.47 |
| 1M High / 1M Low: |
1.83 |
1.33 |
| 6M High / 6M Low: |
2.98 |
1.33 |
| High (YTD): |
3/8/2024 |
2.98 |
| Low (YTD): |
5/30/2024 |
1.33 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.21 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.52% |
| Volatility 6M: |
|
65.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
