Soc. Generale Call 150 ABBV 21.06.2024
/ DE000SQ3S3A3
Soc. Generale Call 150 ABBV 21.06.../ DE000SQ3S3A3 /
| 2024-06-07 8:55:35 AM |
Chg.+0.29 |
Bid5:23:26 PM |
Ask5:23:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.53EUR |
+23.39% |
1.85
Bid Size: 70,000 |
-
Ask Size: - |
AbbVie Inc |
150.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ3S3A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.17 |
| Parity: |
1.70 |
| Time value: |
0.03 |
| Break-even: |
155.02 |
| Moneyness: |
1.12 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.03 |
| Omega: |
8.79 |
| Rho: |
0.05 |
Quote data
| Open: |
1.53 |
| High: |
1.53 |
| Low: |
1.53 |
| Previous Close: |
1.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+128.36% |
| 1 Month |
|
|
+19.53% |
| 3 Months |
|
|
-44.96% |
| YTD |
|
|
+39.09% |
| 1 Year |
|
|
+77.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.24 |
0.67 |
| 1M High / 1M Low: |
1.44 |
0.54 |
| 6M High / 6M Low: |
2.78 |
0.54 |
| High (YTD): |
2024-03-15 |
2.78 |
| Low (YTD): |
2024-05-30 |
0.54 |
| 52W High: |
2024-03-15 |
2.78 |
| 52W Low: |
2023-11-28 |
0.46 |
| Avg. price 1W: |
|
1.00 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
8 |
| Avg. price 1Y: |
|
1.35 |
| Avg. volume 1Y: |
|
3.91 |
| Volatility 1M: |
|
249.74% |
| Volatility 6M: |
|
148.14% |
| Volatility 1Y: |
|
143.65% |
| Volatility 3Y: |
|
- |
