Soc. Generale Call 120 4AB 20.09.2024
/ DE000SV6SZA8
Soc. Generale Call 120 4AB 20.09..../ DE000SV6SZA8 /
9/11/2024 6:56:46 PM |
Chg.-0.200 |
Bid9:59:43 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
6.900EUR |
-2.82% |
- 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: |
2.57 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.40 |
Intrinsic value: |
5.39 |
Implied volatility: |
8.08 |
Historic volatility: |
0.17 |
Parity: |
5.39 |
Time value: |
1.38 |
Break-even: |
187.70 |
Moneyness: |
1.45 |
Premium: |
0.08 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.82 |
Theta: |
-6.80 |
Omega: |
2.11 |
Rho: |
0.00 |
Quote data
Open: |
6.600 |
High: |
6.970 |
Low: |
6.570 |
Previous Close: |
7.100 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+10.05% |
3 Months |
|
|
+43.15% |
YTD |
|
|
+108.46% |
1 Year |
|
|
+92.74% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.900 |
6.900 |
1M High / 1M Low: |
7.100 |
6.140 |
6M High / 6M Low: |
7.100 |
3.230 |
High (YTD): |
9/10/2024 |
7.100 |
Low (YTD): |
5/28/2024 |
3.230 |
52W High: |
9/10/2024 |
7.100 |
52W Low: |
11/28/2023 |
2.170 |
Avg. price 1W: |
|
6.900 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
6.810 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
5.031 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
4.389 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
66.43% |
Volatility 6M: |
|
73.52% |
Volatility 1Y: |
|
67.62% |
Volatility 3Y: |
|
- |