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Soc. Generale Call 120 4AB 20.09..../  DE000SV6SZA8  /

Frankfurt Zert./SG
11/09/2024  18:56:46 Chg.-0.200 Bid21:59:43 Ask- Underlying Strike price Expiration date Option type
6.900EUR -2.82% -
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: 2.57
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): 10/09/2024 7.100
Low (YTD): 28/05/2024 3.230
52W High: 10/09/2024 7.100
52W Low: 28/11/2023 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:   -