Soc. Generale Call 130 4AB 17.01.2025
/ DE000SQ86RT6
Soc. Generale Call 130 4AB 17.01..../ DE000SQ86RT6 /
| 2024-10-28 8:58:04 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.41EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBVIE INC. D... |
130.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
SQ86RT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2024-10-29 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
3.36 |
| Implied volatility: |
1.51 |
| Historic volatility: |
0.21 |
| Parity: |
3.36 |
| Time value: |
2.28 |
| Break-even: |
186.40 |
| Moneyness: |
1.26 |
| Premium: |
0.14 |
| Premium p.a.: |
1.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.75 |
| Theta: |
-0.26 |
| Omega: |
2.19 |
| Rho: |
0.12 |
Quote data
| Open: |
5.41 |
| High: |
5.41 |
| Low: |
5.41 |
| Previous Close: |
5.56 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-4.42% |
| 3 Months |
|
|
+4.04% |
| YTD |
|
|
+96.73% |
| 1 Year |
|
|
+174.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
5.94 |
5.19 |
| 6M High / 6M Low: |
5.94 |
2.57 |
| High (YTD): |
2024-10-15 |
5.94 |
| Low (YTD): |
2024-05-30 |
2.57 |
| 52W High: |
2024-10-15 |
5.94 |
| 52W Low: |
2023-11-28 |
1.80 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
5.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.54 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
4.02 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
55.30% |
| Volatility 6M: |
|
67.09% |
| Volatility 1Y: |
|
64.29% |
| Volatility 3Y: |
|
- |
