OverviewChartNewsTraderScreen

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

EUWAX
2024-05-31  9:48:19 AM Chg.+0.090 Bid12:15:57 PM Ask12:15:57 PM Underlying Strike price Expiration date Option type
0.610EUR +17.31% 0.610
Bid Size: 5,000		 0.730
Ask Size: 5,000		 Abbott Laboratories 95.00 USD 2024-06-21 Call
 

Master data

WKN: SQ09GA
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-06-21
Issue date: 2022-09-30
Last trading day: 2024-06-20
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: 0.610
Low: 0.610
Previous Close: 0.520
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.51%
1 Month
  -47.41%
3 Months
  -74.04%
YTD
  -63.91%
1 Year
  -61.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.520
1M High / 1M Low: 1.160 0.520
6M High / 6M Low: 2.400 0.520
High (YTD): 2024-03-05 2.400
Low (YTD): 2024-05-30 0.520
52W High: 2024-03-05 2.400
52W Low: 2024-05-30 0.520
Avg. price 1W:   0.684
Avg. volume 1W:   0.000
Avg. price 1M:   0.880
Avg. volume 1M:   0.000
Avg. price 6M:   1.599
Avg. volume 6M:   0.000
Avg. price 1Y:   1.501
Avg. volume 1Y:   0.000
Volatility 1M:   117.12%
Volatility 6M:   96.45%
Volatility 1Y:   99.71%
Volatility 3Y:   -