Soc. Generale Call 220 ABBV 20.12.2024
/ DE000SW7EPT6
Soc. Generale Call 220 ABBV 20.12.../ DE000SW7EPT6 /
9/4/2024 9:44:16 PM |
Chg.-0.010 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.320EUR |
-3.03% |
0.240 Bid Size: 10,000 |
0.380 Ask Size: 10,000 |
AbbVie Inc |
220.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SW7EPT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
3/7/2024 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
52.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.13 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.17 |
Parity: |
-2.02 |
Time value: |
0.34 |
Break-even: |
202.52 |
Moneyness: |
0.90 |
Premium: |
0.13 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.01 |
Spread %: |
3.03% |
Delta: |
0.25 |
Theta: |
-0.04 |
Omega: |
13.40 |
Rho: |
0.12 |
Quote data
Open: |
0.260 |
High: |
0.370 |
Low: |
0.260 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+23.08% |
1 Month |
|
|
+14.29% |
3 Months |
|
|
+407.94% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.250 |
1M High / 1M Low: |
0.330 |
0.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.284 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.273 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
245.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |