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

Frankfurt Zert./SG
17/07/2024  10:39:06 Chg.-0.030 Bid17/07/2024 Ask17/07/2024 Underlying Strike price Expiration date Option type
0.230EUR -11.54% 0.240
Bid Size: 10,000		 0.280
Ask Size: 10,000		 AbbVie Inc 160.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QRG
Issuer: Société Générale
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -59.69
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.17
Parity: -0.84
Time value: 0.26
Break-even: 144.16
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 4.00%
Delta: -0.26
Theta: -0.04
Omega: -15.29
Rho: -0.08
 

Quote data

Open: 0.240
High: 0.240
Low: 0.230
Previous Close: 0.260
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -37.84%
1 Month
  -34.29%
3 Months
  -68.06%
YTD
  -81.45%
1 Year
  -91.02%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.250
1M High / 1M Low: 0.430 0.230
6M High / 6M Low: 0.950 0.230
High (YTD): 02/01/2024 1.050
Low (YTD): 24/06/2024 0.230
52W High: 17/07/2023 2.560
52W Low: 24/06/2024 0.230
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.318
Avg. volume 1M:   0.000
Avg. price 6M:   0.525
Avg. volume 6M:   0.000
Avg. price 1Y:   1.150
Avg. volume 1Y:   0.000
Volatility 1M:   242.18%
Volatility 6M:   199.33%
Volatility 1Y:   151.13%
Volatility 3Y:   -