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

EUWAX
2024-06-13  8:56:01 AM Chg.- Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.670EUR - -
Bid Size: -		 -
Ask Size: -		 ABBOTT LABS 96.00 - 2024-06-21 Call
 

Master data

WKN: SQ3TJE
Issuer: Société Générale
Currency: EUR
Underlying: ABBOTT LABS
Type: Warrant
Option type: Call
Strike price: 96.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.64
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.09
Implied volatility: 1.65
Historic volatility: 0.17
Parity: 0.09
Time value: 0.62
Break-even: 103.10
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.56
Theta: -0.83
Omega: 7.59
Rho: 0.01
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.820
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -30.21%
1 Month
  -17.28%
3 Months
  -68.98%
YTD
  -58.64%
1 Year
  -59.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.670
1M High / 1M Low: 0.980 0.480
6M High / 6M Low: 2.340 0.480
High (YTD): 2024-03-11 2.340
Low (YTD): 2024-05-30 0.480
52W High: 2024-03-11 2.340
52W Low: 2024-05-30 0.480
Avg. price 1W:   0.858
Avg. volume 1W:   0.000
Avg. price 1M:   0.692
Avg. volume 1M:   0.000
Avg. price 6M:   1.472
Avg. volume 6M:   0.000
Avg. price 1Y:   1.400
Avg. volume 1Y:   0.000
Volatility 1M:   227.50%
Volatility 6M:   118.83%
Volatility 1Y:   111.36%
Volatility 3Y:   -