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

EUWAX
2024-06-03  8:53:17 AM Chg.+0.180 Bid9:42:11 AM Ask9:42:11 AM Underlying Strike price Expiration date Option type
0.340EUR +112.50% 0.320
Bid Size: 9,400		 0.440
Ask Size: 9,400		 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: 36.24
Leverage: Yes

Calculated values

Fair value: 0.30
Intrinsic value: 0.11
Implied volatility: 0.26
Historic volatility: 0.17
Parity: 0.11
Time value: 0.30
Break-even: 151.53
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.49
Spread abs.: 0.02
Spread %: 5.13%
Delta: 0.58
Theta: -0.10
Omega: 20.95
Rho: 0.04
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.160
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+88.89%
1 Month
  -22.73%
3 Months
  -79.64%
YTD
  -46.03%
1 Year
  -39.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.720 0.110
6M High / 6M Low: 2.090 0.110
High (YTD): 2024-03-07 2.090
Low (YTD): 2024-05-30 0.110
52W High: 2024-03-07 2.090
52W Low: 2024-05-30 0.110
Avg. price 1W:   0.146
Avg. volume 1W:   0.000
Avg. price 1M:   0.409
Avg. volume 1M:   0.000
Avg. price 6M:   1.113
Avg. volume 6M:   0.000
Avg. price 1Y:   0.853
Avg. volume 1Y:   0.000
Volatility 1M:   338.73%
Volatility 6M:   199.63%
Volatility 1Y:   179.72%
Volatility 3Y:   -