Soc. Generale Call 170 ABBV 20.12.2024
/ DE000SU2S7U5
Soc. Generale Call 170 ABBV 20.12.../ DE000SU2S7U5 /
| 11/12/2024 9:42:07 PM |
Chg.-0.200 |
Bid9:58:04 PM |
Ask9:58:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.560EUR |
-26.32% |
0.540
Bid Size: 5,600 |
0.570
Ask Size: 5,600 |
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: |
20.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.71 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
0.42 |
| Time value: |
0.39 |
| Break-even: |
167.53 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.03 |
| Spread %: |
3.85% |
| Delta: |
0.65 |
| Theta: |
-0.08 |
| Omega: |
13.11 |
| Rho: |
0.10 |
Quote data
| Open: |
0.810 |
| High: |
0.860 |
| Low: |
0.560 |
| Previous Close: |
0.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-81.64% |
| 1 Month |
|
|
-76.95% |
| 3 Months |
|
|
-75.65% |
| YTD |
|
|
-17.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.050 |
0.760 |
| 1M High / 1M Low: |
3.170 |
0.760 |
| 6M High / 6M Low: |
3.170 |
0.450 |
| High (YTD): |
10/31/2024 |
3.170 |
| Low (YTD): |
5/28/2024 |
0.450 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.524 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.397 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.822 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
326.43% |
| Volatility 6M: |
|
190.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
