Soc. Generale Call 135 ABBV 21.06.2024
/ DE000SQ3S270
Soc. Generale Call 135 ABBV 21.06.../ DE000SQ3S270 /
2024-05-03 8:48:43 AM |
Chg.-0.11 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.10EUR |
-4.98% |
- Bid Size: - |
- 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: |
2.10 |
High: |
2.10 |
Low: |
2.10 |
Previous Close: |
2.21 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.27% |
1 Month |
|
|
-42.47% |
3 Months |
|
|
-28.81% |
YTD |
|
|
+1.45% |
1 Year |
|
|
-8.70% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.21 |
2.08 |
1M High / 1M Low: |
3.65 |
2.08 |
6M High / 6M Low: |
4.02 |
1.09 |
High (YTD): |
2024-03-15 |
4.02 |
Low (YTD): |
2024-04-29 |
2.08 |
52W High: |
2024-03-15 |
4.02 |
52W Low: |
2023-11-28 |
1.09 |
Avg. price 1W: |
|
2.14 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.68 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.71 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
2.26 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
140.06% |
Volatility 6M: |
|
91.62% |
Volatility 1Y: |
|
99.97% |
Volatility 3Y: |
|
- |