Soc. Generale Call 180 ABBV 20.12.2024
/ DE000SV45281
Soc. Generale Call 180 ABBV 20.12.../ DE000SV45281 /
| 04/09/2024 08:26:37 |
Chg.+0.07 |
Bid22:00:43 |
Ask22:00:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+3.87% |
-
Bid Size: - |
-
Ask Size: - |
AbbVie Inc |
180.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SV4528 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
09/05/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.17 |
| Parity: |
1.60 |
| Time value: |
0.51 |
| Break-even: |
184.02 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.96% |
| Delta: |
0.79 |
| Theta: |
-0.05 |
| Omega: |
6.67 |
| Rho: |
0.35 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.81 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.67% |
| 1 Month |
|
|
+8.05% |
| 3 Months |
|
|
+452.94% |
| YTD |
|
|
+347.62% |
| 1 Year |
|
|
+241.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.81 |
1.68 |
| 1M High / 1M Low: |
1.84 |
1.44 |
| 6M High / 6M Low: |
1.84 |
0.25 |
| High (YTD): |
27/08/2024 |
1.84 |
| Low (YTD): |
30/05/2024 |
0.25 |
| 52W High: |
27/08/2024 |
1.84 |
| 52W Low: |
29/11/2023 |
0.20 |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.76 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
89.00% |
| Volatility 6M: |
|
183.96% |
| Volatility 1Y: |
|
167.41% |
| Volatility 3Y: |
|
- |
