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Soc. Generale Call 160 ABBV 20.09.../  DE000SQ8Z498  /

Frankfurt Zert./SG
2024-05-31  9:42:35 PM Chg.+0.110 Bid8:00:00 AM Ask8:00:00 AM Underlying Strike price Expiration date Option type
0.690EUR +18.97% 0.760
Bid Size: 8,000		 0.880
Ask Size: 8,000		 AbbVie Inc 160.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z49
Issuer: Société Générale
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.91
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.11
Implied volatility: 0.21
Historic volatility: 0.17
Parity: 0.11
Time value: 0.72
Break-even: 155.79
Moneyness: 1.01
Premium: 0.05
Premium p.a.: 0.17
Spread abs.: 0.02
Spread %: 2.47%
Delta: 0.59
Theta: -0.04
Omega: 10.53
Rho: 0.24
 

Quote data

Open: 0.540
High: 0.690
Low: 0.540
Previous Close: 0.580
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+25.45%
1 Month
  -37.84%
3 Months
  -70.00%
YTD
  -18.82%
1 Year
  -4.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.490
1M High / 1M Low: 1.150 0.490
6M High / 6M Low: 2.520 0.490
High (YTD): 2024-03-06 2.520
Low (YTD): 2024-05-28 0.490
52W High: 2024-03-06 2.520
52W Low: 2023-11-28 0.370
Avg. price 1W:   0.562
Avg. volume 1W:   0.000
Avg. price 1M:   0.832
Avg. volume 1M:   0.000
Avg. price 6M:   1.453
Avg. volume 6M:   0.000
Avg. price 1Y:   1.107
Avg. volume 1Y:   0.000
Volatility 1M:   169.52%
Volatility 6M:   132.27%
Volatility 1Y:   129.62%
Volatility 3Y:   -