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Soc. Generale Put 160 ABBV 20.09..../  DE000SV6QRG6  /

Frankfurt Zert./SG
2024-06-28  9:47:47 PM Chg.-0.040 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.280EUR -12.50% 0.260
Bid Size: 10,000		 0.270
Ask Size: 10,000		 AbbVie Inc 160.00 USD 2024-09-20 Put
 

Master data

WKN: SV6QRG
Issuer: Société Générale
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-05-24
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -59.29
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -1.08
Time value: 0.27
Break-even: 146.64
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 0.43
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.23
Theta: -0.03
Omega: -13.86
Rho: -0.09
 

Quote data

Open: 0.290
High: 0.310
Low: 0.280
Previous Close: 0.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -70.53%
3 Months
  -12.50%
YTD
  -77.42%
1 Year
  -90.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.320 0.230
1M High / 1M Low: 0.950 0.230
6M High / 6M Low: 1.240 0.230
High (YTD): 2024-01-02 1.050
Low (YTD): 2024-06-24 0.230
52W High: 2023-06-29 2.870
52W Low: 2024-06-24 0.230
Avg. price 1W:   0.270
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   1.259
Avg. volume 1Y:   0.000
Volatility 1M:   216.06%
Volatility 6M:   186.76%
Volatility 1Y:   142.46%
Volatility 3Y:   -