Soc. Generale Call 160 ABBV 20.09.2024
/ DE000SQ8Z498
Soc. Generale Call 160 ABBV 20.09.../ DE000SQ8Z498 /
2024-07-10 9:40:25 PM |
Chg.-0.020 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.060EUR |
-1.85% |
1.120 Bid Size: 2,700 |
1.140 Ask Size: 2,700 |
AbbVie Inc |
160.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SQ8Z49 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-02-13 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.00 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.00 |
Intrinsic value: |
0.74 |
Implied volatility: |
0.22 |
Historic volatility: |
0.17 |
Parity: |
0.74 |
Time value: |
0.37 |
Break-even: |
159.05 |
Moneyness: |
1.05 |
Premium: |
0.02 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.02 |
Spread %: |
1.83% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
10.27 |
Rho: |
0.20 |
Quote data
Open: |
1.010 |
High: |
1.080 |
Low: |
0.990 |
Previous Close: |
1.080 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+23.26% |
1 Month |
|
|
-10.92% |
3 Months |
|
|
-26.90% |
YTD |
|
|
+24.71% |
1 Year |
|
|
+85.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.860 |
1M High / 1M Low: |
1.520 |
0.810 |
6M High / 6M Low: |
2.520 |
0.490 |
High (YTD): |
2024-03-06 |
2.520 |
Low (YTD): |
2024-05-28 |
0.490 |
52W High: |
2024-03-06 |
2.520 |
52W Low: |
2023-11-28 |
0.370 |
Avg. price 1W: |
|
1.006 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.204 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.502 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.164 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
176.93% |
Volatility 6M: |
|
148.02% |
Volatility 1Y: |
|
139.02% |
Volatility 3Y: |
|
- |