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Soc. Generale Call 160 ABBV 20.09.../  DE000SQ8Z498  /

Frankfurt Zert./SG
10/07/2024  21:40:25 Chg.-0.020 Bid21:59:51 Ask21:59:51 Underlying Strike price Expiration date Option type
1.060EUR -1.85% -
Bid Size: -		 -
Ask Size: -		 AbbVie Inc 160.00 USD 20/09/2024 Call
 

Master data

WKN: SQ8Z49
Issuer: Société Générale
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 13/02/2023
Last trading day: 19/09/2024
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: BOOK
 
  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): 06/03/2024 2.520
Low (YTD): 28/05/2024 0.490
52W High: 06/03/2024 2.520
52W Low: 28/11/2023 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:   -