Soc. Generale Call 135 ABBV 21.06.2024
/ DE000SQ3S270
Soc. Generale Call 135 ABBV 21.06.../ DE000SQ3S270 /
| 2024-05-03 9:50:55 PM |
Chg.+0.290 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.770EUR |
+11.69% |
2.780
Bid Size: 4,000 |
-
Ask Size: - |
AbbVie Inc |
135.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ3S27 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AbbVie Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 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: |
5.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.74 |
| Intrinsic value: |
2.68 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.17 |
| Parity: |
2.68 |
| Time value: |
0.10 |
| Break-even: |
153.25 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.03 |
| Omega: |
5.20 |
| Rho: |
0.15 |
Quote data
| Open: |
2.100 |
| High: |
2.780 |
| Low: |
2.080 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.42% |
| 1 Month |
|
|
-15.55% |
| 3 Months |
|
|
-24.11% |
| YTD |
|
|
+33.82% |
| 1 Year |
|
|
+19.91% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.770 |
2.480 |
| 1M High / 1M Low: |
3.340 |
2.400 |
| 6M High / 6M Low: |
4.390 |
1.080 |
| High (YTD): |
2024-03-06 |
4.390 |
| Low (YTD): |
2024-04-26 |
2.400 |
| 52W High: |
2024-03-06 |
4.390 |
| 52W Low: |
2023-11-28 |
1.080 |
| Avg. price 1W: |
|
2.612 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.949 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.850 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.327 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
116.31% |
| Volatility 6M: |
|
90.38% |
| Volatility 1Y: |
|
98.24% |
| Volatility 3Y: |
|
- |
