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Soc. Generale Call 95 ABT 21.06.2.../  DE000SQ09GA1  /

Frankfurt Zert./SG
31/05/2024  21:46:01 Chg.-0.010 Bid21:59:49 Ask21:59:49 Underlying Strike price Expiration date Option type
0.660EUR -1.49% 0.720
Bid Size: 5,000		 0.730
Ask Size: 5,000		 Abbott Laboratories 95.00 USD 21/06/2024 Call
 

Master data

WKN: SQ09GA
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 21/06/2024
Issue date: 30/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.61
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.62
Implied volatility: 0.29
Historic volatility: 0.16
Parity: 0.62
Time value: 0.07
Break-even: 94.61
Moneyness: 1.07
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.86
Theta: -0.04
Omega: 11.66
Rho: 0.04
 

Quote data

Open: 0.610
High: 0.700
Low: 0.610
Previous Close: 0.670
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -43.59%
3 Months
  -72.27%
YTD
  -60.48%
1 Year
  -58.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.880 0.620
1M High / 1M Low: 1.170 0.620
6M High / 6M Low: 2.510 0.620
High (YTD): 08/03/2024 2.510
Low (YTD): 29/05/2024 0.620
52W High: 08/03/2024 2.510
52W Low: 29/05/2024 0.620
Avg. price 1W:   0.722
Avg. volume 1W:   0.000
Avg. price 1M:   0.928
Avg. volume 1M:   0.000
Avg. price 6M:   1.634
Avg. volume 6M:   0.000
Avg. price 1Y:   1.519
Avg. volume 1Y:   0.000
Volatility 1M:   119.42%
Volatility 6M:   98.15%
Volatility 1Y:   97.84%
Volatility 3Y:   -