Soc. Generale Call 190 ABBV 20.12.2024
/ DE000SU6FCC1
Soc. Generale Call 190 ABBV 20.12.../ DE000SU6FCC1 /
| 11/11/2024 09:12:51 |
Chg.-0.08 |
Bid16:54:00 |
Ask16:54:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.11EUR |
-6.72% |
0.11
Bid Size: 125,000 |
0.12
Ask Size: 125,000 |
AbbVie Inc |
190.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU6FCC |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
29/12/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.05 |
| Intrinsic value: |
0.89 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.89 |
| Time value: |
0.29 |
| Break-even: |
189.15 |
| Moneyness: |
1.05 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
2.61% |
| Delta: |
0.75 |
| Theta: |
-0.07 |
| Omega: |
11.86 |
| Rho: |
0.14 |
Quote data
| Open: |
1.11 |
| High: |
1.11 |
| Low: |
1.11 |
| Previous Close: |
1.19 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.97% |
| 1 Month |
|
|
+20.65% |
| 3 Months |
|
|
-4.31% |
| YTD |
|
|
+326.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.52 |
1.19 |
| 1M High / 1M Low: |
1.72 |
0.59 |
| 6M High / 6M Low: |
1.72 |
0.13 |
| High (YTD): |
31/10/2024 |
1.72 |
| Low (YTD): |
30/05/2024 |
0.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.33 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
473.43% |
| Volatility 6M: |
|
266.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
