Soc. Generale Call 210 ABBV 20.12.2024
/ DE000SW7EPS8
Soc. Generale Call 210 ABBV 20.12.../ DE000SW7EPS8 /
| 2024-11-11 12:10:22 PM |
Chg.-0.020 |
Bid12:44:53 PM |
Ask12:44:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-8.33% |
0.210
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
AbbVie Inc |
210.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7EPS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
84.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
-0.98 |
| Time value: |
0.22 |
| Break-even: |
198.22 |
| Moneyness: |
0.95 |
| Premium: |
0.06 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
4.76% |
| Delta: |
0.27 |
| Theta: |
-0.06 |
| Omega: |
22.90 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.180 |
| Previous Close: |
0.240 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.89% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-47.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.400 |
0.240 |
| 1M High / 1M Low: |
0.520 |
0.160 |
| 6M High / 6M Low: |
0.550 |
0.055 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.283 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.267 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
543.74% |
| Volatility 6M: |
|
325.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
