Soc. Generale Call 115 ABT 20.09.2024
/ DE000SQ3G804
Soc. Generale Call 115 ABT 20.09..../ DE000SQ3G804 /
11/09/2024 15:54:15 |
Chg.-0.080 |
Bid16:39:40 |
Ask16:39:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.200EUR |
-28.57% |
0.170 Bid Size: 100,000 |
0.180 Ask Size: 100,000 |
Abbott Laboratories |
115.00 USD |
20/09/2024 |
Call |
Master data
WKN: |
SQ3G80 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Abbott Laboratories |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
115.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
27/10/2022 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
36.64 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.19 |
Implied volatility: |
0.26 |
Historic volatility: |
0.17 |
Parity: |
0.19 |
Time value: |
0.10 |
Break-even: |
107.25 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
3.57% |
Delta: |
0.69 |
Theta: |
-0.09 |
Omega: |
25.17 |
Rho: |
0.02 |
Quote data
Open: |
0.220 |
High: |
0.260 |
Low: |
0.200 |
Previous Close: |
0.280 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+17.65% |
1 Month |
|
|
+66.67% |
3 Months |
|
|
+5.26% |
YTD |
|
|
-70.59% |
1 Year |
|
|
-65.52% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.096 |
1M High / 1M Low: |
0.280 |
0.081 |
6M High / 6M Low: |
1.170 |
0.051 |
High (YTD): |
08/03/2024 |
1.200 |
Low (YTD): |
18/07/2024 |
0.051 |
52W High: |
08/03/2024 |
1.200 |
52W Low: |
18/07/2024 |
0.051 |
Avg. price 1W: |
|
0.185 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.124 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.261 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.429 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
425.62% |
Volatility 6M: |
|
404.71% |
Volatility 1Y: |
|
299.91% |
Volatility 3Y: |
|
- |