Soc. Generale Call 120 4AB 20.09.2024
/ DE000SV6SZA8
Soc. Generale Call 120 4AB 20.09..../ DE000SV6SZA8 /
| 11/09/2024 09:03:11 |
Chg.- |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.61EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBVIE INC. D... |
120.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
SV6SZA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
26/05/2023 |
| Last trading day: |
12/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.54 |
| Intrinsic value: |
5.53 |
| Implied volatility: |
4.46 |
| Historic volatility: |
0.17 |
| Parity: |
5.53 |
| Time value: |
1.24 |
| Break-even: |
187.70 |
| Moneyness: |
1.46 |
| Premium: |
0.07 |
| Premium p.a.: |
62.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.83 |
| Theta: |
-2.13 |
| Omega: |
2.15 |
| Rho: |
0.01 |
Quote data
| Open: |
6.61 |
| High: |
6.61 |
| Low: |
6.61 |
| Previous Close: |
6.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.54% |
| 1 Month |
|
|
+7.48% |
| 3 Months |
|
|
+59.66% |
| YTD |
|
|
+100.30% |
| 1 Year |
|
|
+87.78% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.61 |
6.09 |
| 1M High / 1M Low: |
6.61 |
5.96 |
| 6M High / 6M Low: |
6.61 |
3.09 |
| High (YTD): |
11/09/2024 |
6.61 |
| Low (YTD): |
30/05/2024 |
3.09 |
| 52W High: |
11/09/2024 |
6.61 |
| 52W Low: |
28/11/2023 |
2.19 |
| Avg. price 1W: |
|
6.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.78 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.03% |
| Volatility 6M: |
|
72.89% |
| Volatility 1Y: |
|
68.21% |
| Volatility 3Y: |
|
- |
