Soc. Generale Call 190 ABBV 20.09.2024
/ DE000SW3M1E3
Soc. Generale Call 190 ABBV 20.09.../ DE000SW3M1E3 /
| 11/09/2024 21:45:13 |
Chg.-0.350 |
Bid21:59:56 |
Ask11/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
-40.70% |
0.570
Bid Size: 5,300 |
-
Ask Size: - |
AbbVie Inc |
190.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW3M1E |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
18.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.85 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.17 |
| Parity: |
0.85 |
| Time value: |
0.11 |
| Break-even: |
182.01 |
| Moneyness: |
1.05 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.13% |
| Delta: |
0.82 |
| Theta: |
-0.16 |
| Omega: |
15.50 |
| Rho: |
0.03 |
Quote data
| Open: |
0.680 |
| High: |
0.730 |
| Low: |
0.510 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-12.07% |
| 3 Months |
|
|
+292.31% |
| YTD |
|
|
+240.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.510 |
| 1M High / 1M Low: |
0.910 |
0.510 |
| 6M High / 6M Low: |
0.910 |
0.049 |
| High (YTD): |
23/08/2024 |
0.910 |
| Low (YTD): |
27/05/2024 |
0.049 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.740 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
254.50% |
| Volatility 6M: |
|
336.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
