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Soc. Generale Call 160 ABBV 21.06.../  DE000SQ3S3C9  /

Frankfurt Zert./SG
2024-05-31  9:45:11 PM Chg.+0.100 Bid9:59:40 PM Ask9:59:40 PM Underlying Strike price Expiration date Option type
0.290EUR +52.63% 0.390
Bid Size: 8,000		 0.410
Ask Size: 8,000		 AbbVie Inc 160.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3S3C
Issuer: Société Générale
Currency: EUR
Underlying: AbbVie Inc
Type: Warrant
Option type: Call
Strike price: 160.00 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: 36.25
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.11
Implied volatility: 0.24
Historic volatility: 0.17
Parity: 0.11
Time value: 0.30
Break-even: 151.59
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.58
Theta: -0.09
Omega: 21.02
Rho: 0.04
 

Quote data

Open: 0.160
High: 0.290
Low: 0.160
Previous Close: 0.190
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+31.82%
1 Month
  -56.06%
3 Months
  -85.99%
YTD
  -53.97%
1 Year
  -39.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.150
1M High / 1M Low: 0.790 0.150
6M High / 6M Low: 2.310 0.150
High (YTD): 2024-03-06 2.310
Low (YTD): 2024-05-29 0.150
52W High: 2024-03-06 2.310
52W Low: 2024-05-29 0.150
Avg. price 1W:   0.192
Avg. volume 1W:   0.000
Avg. price 1M:   0.463
Avg. volume 1M:   0.000
Avg. price 6M:   1.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.879
Avg. volume 1Y:   0.000
Volatility 1M:   343.30%
Volatility 6M:   198.40%
Volatility 1Y:   177.09%
Volatility 3Y:   -