Soc. Generale Call 150 4AB 17.01.2025
/ DE000SQ86RV2
Soc. Generale Call 150 4AB 17.01..../ DE000SQ86RV2 /
| 28/10/2024 08:58:04 |
Chg.- |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
ABBVIE INC. D... |
150.00 - |
17/01/2025 |
Call |
Master data
| WKN: |
SQ86RV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
ABBVIE INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 - |
| Maturity: |
17/01/2025 |
| Issue date: |
16/02/2023 |
| Last trading day: |
29/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.55 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
1.18 |
| Historic volatility: |
0.21 |
| Parity: |
1.36 |
| Time value: |
2.50 |
| Break-even: |
188.60 |
| Moneyness: |
1.09 |
| Premium: |
0.15 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.67 |
| Theta: |
-0.23 |
| Omega: |
2.83 |
| Rho: |
0.13 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
3.79 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-7.14% |
| 3 Months |
|
|
+0.83% |
| YTD |
|
|
+136.36% |
| 1 Year |
|
|
+256.86% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
4.18 |
3.43 |
| 6M High / 6M Low: |
4.18 |
1.28 |
| High (YTD): |
15/10/2024 |
4.18 |
| Low (YTD): |
30/05/2024 |
1.28 |
| 52W High: |
15/10/2024 |
4.18 |
| 52W Low: |
29/11/2023 |
0.88 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
3.74 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.59 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
79.20% |
| Volatility 6M: |
|
97.15% |
| Volatility 1Y: |
|
91.98% |
| Volatility 3Y: |
|
- |
