Soc. Generale Call 120 4AB 20.09.2024
/ DE000SV6SZA8
Soc. Generale Call 120 4AB 20.09..../ DE000SV6SZA8 /
9/11/2024 9:03:11 AM |
Chg.- |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
6.61EUR |
- |
- Bid Size: - |
- Ask Size: - |
ABBVIE INC. D... |
120.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
5/26/2023 |
Last trading day: |
9/12/2024 |
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): |
9/11/2024 |
6.61 |
Low (YTD): |
5/30/2024 |
3.09 |
52W High: |
9/11/2024 |
6.61 |
52W Low: |
11/28/2023 |
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: |
|
- |