Soc. Generale Call 150 ABBV 20.09.2024
/ DE000SW1YN88
Soc. Generale Call 150 ABBV 20.09.../ DE000SW1YN88 /
| 2024-05-31 9:39:34 PM |
Chg.+0.180 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
+16.51% |
1.350
Bid Size: 6,000 |
1.510
Ask Size: 6,000 |
AbbVie Inc |
150.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YN8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.32 |
| Intrinsic value: |
1.04 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.17 |
| Parity: |
1.04 |
| Time value: |
0.39 |
| Break-even: |
152.57 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.02 |
| Spread %: |
1.42% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
8.09 |
| Rho: |
0.31 |
Quote data
| Open: |
1.040 |
| High: |
1.270 |
| Low: |
1.040 |
| Previous Close: |
1.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.81% |
| 1 Month |
|
|
-27.01% |
| 3 Months |
|
|
-58.22% |
| YTD |
|
|
-3.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.970 |
| 1M High / 1M Low: |
1.840 |
0.970 |
| 6M High / 6M Low: |
3.270 |
0.900 |
| High (YTD): |
2024-03-06 |
3.270 |
| Low (YTD): |
2024-05-28 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.425 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.078 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.01% |
| Volatility 6M: |
|
108.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
