Soc. Generale Put 180 ABBV 21.06.2024
/ DE000SQ6K668
Soc. Generale Put 180 ABBV 21.06..../ DE000SQ6K668 /
2024-06-07 8:26:41 AM |
Chg.-0.28 |
Bid7:53:27 PM |
Ask7:53:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.89EUR |
-23.93% |
0.96 Bid Size: 70,000 |
0.99 Ask Size: 70,000 |
AbbVie Inc |
180.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SQ6K66 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AbbVie Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-20 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-14.33 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
1.05 |
Implied volatility: |
0.28 |
Historic volatility: |
0.17 |
Parity: |
1.05 |
Time value: |
0.03 |
Break-even: |
154.46 |
Moneyness: |
1.07 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
2.86% |
Delta: |
-0.87 |
Theta: |
-0.05 |
Omega: |
-12.48 |
Rho: |
-0.06 |
Quote data
Open: |
0.89 |
High: |
0.89 |
Low: |
0.89 |
Previous Close: |
1.17 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-56.16% |
1 Month |
|
|
-36.43% |
3 Months |
|
|
+41.27% |
YTD |
|
|
-61.97% |
1 Year |
|
|
-78.40% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.03 |
1.17 |
1M High / 1M Low: |
2.10 |
1.09 |
6M High / 6M Low: |
3.05 |
0.57 |
High (YTD): |
2024-05-30 |
2.10 |
Low (YTD): |
2024-03-15 |
0.57 |
52W High: |
2023-06-28 |
4.42 |
52W Low: |
2024-03-15 |
0.57 |
Avg. price 1W: |
|
1.59 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.40 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.43 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
179.64% |
Volatility 6M: |
|
184.15% |
Volatility 1Y: |
|
139.49% |
Volatility 3Y: |
|
- |