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Soc. Generale Call 96 ABT 21.06.2.../  DE000SQ3TJE6  /

Frankfurt Zert./SG
5/31/2024  9:44:45 PM Chg.-0.010 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.580EUR -1.69% 0.630
Bid Size: 5,000		 0.640
Ask Size: 5,000		 Abbott Laboratories 96.00 USD 6/21/2024 Call
 

Master data

WKN: SQ3TJE
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 96.00 USD
Maturity: 6/21/2024
Issue date: 11/3/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.40
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.53
Implied volatility: 0.28
Historic volatility: 0.16
Parity: 0.53
Time value: 0.08
Break-even: 94.73
Moneyness: 1.06
Premium: 0.01
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.83
Theta: -0.05
Omega: 12.71
Rho: 0.04
 

Quote data

Open: 0.540
High: 0.620
Low: 0.530
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.58%
1 Month
  -45.79%
3 Months
  -74.78%
YTD
  -63.52%
1 Year
  -61.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.790 0.540
1M High / 1M Low: 1.070 0.540
6M High / 6M Low: 2.430 0.540
High (YTD): 3/8/2024 2.430
Low (YTD): 5/29/2024 0.540
52W High: 3/8/2024 2.430
52W Low: 5/29/2024 0.540
Avg. price 1W:   0.642
Avg. volume 1W:   0.000
Avg. price 1M:   0.843
Avg. volume 1M:   0.000
Avg. price 6M:   1.554
Avg. volume 6M:   0.000
Avg. price 1Y:   1.448
Avg. volume 1Y:   0.000
Volatility 1M:   128.15%
Volatility 6M:   100.57%
Volatility 1Y:   101.10%
Volatility 3Y:   -