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Soc. Generale Call 95 ABT 20.09.2.../  DE000SQ3G8W0  /

EUWAX
2024-07-09  9:13:32 AM Chg.-0.110 Bid12:45:32 PM Ask12:45:32 PM Underlying Strike price Expiration date Option type
0.860EUR -11.34% 0.840
Bid Size: 3,600		 0.930
Ask Size: 3,600		 Abbott Laboratories 95.00 USD 2024-09-20 Call
 

Master data

WKN: SQ3G8W
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Call
Strike price: 95.00 USD
Maturity: 2024-09-20
Issue date: 2022-10-27
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.59
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.66
Implied volatility: 0.27
Historic volatility: 0.16
Parity: 0.66
Time value: 0.23
Break-even: 96.61
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.76
Theta: -0.03
Omega: 8.08
Rho: 0.13
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.970
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.53%
1 Month
  -17.31%
3 Months
  -47.88%
YTD
  -53.51%
1 Year
  -55.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.970 0.850
1M High / 1M Low: 1.320 0.850
6M High / 6M Low: 2.570 0.790
High (YTD): 2024-03-11 2.570
Low (YTD): 2024-05-30 0.790
52W High: 2024-03-11 2.570
52W Low: 2024-05-30 0.790
Avg. price 1W:   0.906
Avg. volume 1W:   0.000
Avg. price 1M:   1.048
Avg. volume 1M:   0.000
Avg. price 6M:   1.646
Avg. volume 6M:   0.000
Avg. price 1Y:   1.589
Avg. volume 1Y:   0.000
Volatility 1M:   107.74%
Volatility 6M:   98.18%
Volatility 1Y:   92.40%
Volatility 3Y:   -