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

Frankfurt Zert./SG
2024-06-07  9:46:21 PM Chg.+0.090 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
0.960EUR +10.34% 0.930
Bid Size: 5,000		 0.960
Ask Size: 5,000		 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: 17.39
Leverage: Yes

Calculated values

Fair value: 0.82
Intrinsic value: 0.79
Implied volatility: 0.29
Historic volatility: 0.17
Parity: 0.79
Time value: 0.10
Break-even: 155.80
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 2.30%
Delta: 0.83
Theta: -0.09
Omega: 14.45
Rho: 0.05
 

Quote data

Open: 0.770
High: 0.990
Low: 0.760
Previous Close: 0.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+231.03%
1 Month  
+52.38%
3 Months
  -57.14%
YTD  
+52.38%
1 Year  
+71.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.290
1M High / 1M Low: 0.870 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:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.458
Avg. volume 1M:   0.000
Avg. price 6M:   1.173
Avg. volume 6M:   0.000
Avg. price 1Y:   0.880
Avg. volume 1Y:   0.000
Volatility 1M:   384.05%
Volatility 6M:   216.80%
Volatility 1Y:   187.31%
Volatility 3Y:   -