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Soc. Generale Put 100 ABT 21.06.2.../  DE000SV48AD6  /

Frankfurt Zert./SG
6/4/2024  8:46:54 AM Chg.-0.012 Bid9:19:42 AM Ask9:19:42 AM Underlying Strike price Expiration date Option type
0.070EUR -14.63% 0.068
Bid Size: 10,000		 0.100
Ask Size: 10,000		 Abbott Laboratories 100.00 USD 6/21/2024 Put
 

Master data

WKN: SV48AD
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 6/21/2024
Issue date: 5/11/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -85.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.16
Parity: -0.20
Time value: 0.11
Break-even: 91.04
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 0.94
Spread abs.: 0.01
Spread %: 10.00%
Delta: -0.32
Theta: -0.05
Omega: -27.57
Rho: -0.02
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.082
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month
  -29.29%
3 Months
  -4.11%
YTD
  -74.07%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.082
1M High / 1M Low: 0.140 0.058
6M High / 6M Low: 0.450 0.058
High (YTD): 1/3/2024 0.280
Low (YTD): 5/22/2024 0.058
52W High: 10/13/2023 1.200
52W Low: 5/22/2024 0.058
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   361.89%
Volatility 6M:   239.29%
Volatility 1Y:   186.66%
Volatility 3Y:   -