Soc. Generale Call 170 ABBV 20.12.2024
/ DE000SU2S7U5
Soc. Generale Call 170 ABBV 20.12.../ DE000SU2S7U5 /
| 7/29/2024 9:42:45 PM |
Chg.-0.190 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.820EUR |
-9.45% |
1.780
Bid Size: 2,000 |
1.800
Ask Size: 2,000 |
AbbVie Inc |
170.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2S7U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
1.40 |
| Time value: |
0.61 |
| Break-even: |
176.74 |
| Moneyness: |
1.09 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
6.49 |
| Rho: |
0.44 |
Quote data
| Open: |
1.880 |
| High: |
1.990 |
| Low: |
1.780 |
| Previous Close: |
2.010 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.41% |
| 1 Month |
|
|
+75.00% |
| 3 Months |
|
|
+127.50% |
| YTD |
|
|
+167.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.010 |
1.200 |
| 1M High / 1M Low: |
2.010 |
0.710 |
| 6M High / 6M Low: |
2.110 |
0.450 |
| High (YTD): |
3/6/2024 |
2.110 |
| Low (YTD): |
5/28/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.107 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.270 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
226.11% |
| Volatility 6M: |
|
157.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
