Soc. Generale Call 220 ABBV 20.12.2024
/ DE000SW7EPT6
Soc. Generale Call 220 ABBV 20.12.../ DE000SW7EPT6 /
08/10/2024 20:45:42 |
Chg.-0.010 |
Bid08/10/2024 |
Ask08/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.170EUR |
-5.56% |
0.170 Bid Size: 175,000 |
0.180 Ask Size: 175,000 |
AbbVie Inc |
220.00 USD |
20/12/2024 |
Call |
Master data
WKN: |
SW7EPT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
07/03/2024 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
88.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
-2.40 |
Time value: |
0.20 |
Break-even: |
202.47 |
Moneyness: |
0.88 |
Premium: |
0.15 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.01 |
Spread %: |
5.26% |
Delta: |
0.18 |
Theta: |
-0.04 |
Omega: |
15.79 |
Rho: |
0.06 |
Quote data
Open: |
0.130 |
High: |
0.170 |
Low: |
0.130 |
Previous Close: |
0.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.09% |
1 Month |
|
|
-29.17% |
3 Months |
|
|
+150.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.180 |
1M High / 1M Low: |
0.310 |
0.130 |
6M High / 6M Low: |
0.350 |
0.035 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.212 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.211 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.147 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
234.86% |
Volatility 6M: |
|
271.41% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |