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Soc. Generale Put 100 ABT 21.06.2.../  DE000SV48AD6  /

Frankfurt Zert./SG
2024-06-04  9:52:18 AM Chg.-0.013 Bid10:03:22 AM Ask10:03:22 AM Underlying Strike price Expiration date Option type
0.069EUR -15.85% 0.072
Bid Size: 10,000		 0.100
Ask Size: 10,000		 Abbott Laboratories 100.00 USD 2024-06-21 Put
 

Master data

WKN: SV48AD
Issuer: Société Générale
Currency: EUR
Underlying: Abbott Laboratories
Type: Warrant
Option type: Put
Strike price: 100.00 USD
Maturity: 2024-06-21
Issue date: 2023-05-11
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -105.97
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.16
Parity: -0.26
Time value: 0.09
Break-even: 90.79
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 1.20
Spread abs.: 0.01
Spread %: 12.66%
Delta: -0.28
Theta: -0.05
Omega: -29.46
Rho: -0.01
 

Quote data

Open: 0.070
High: 0.070
Low: 0.069
Previous Close: 0.082
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month
  -30.30%
3 Months
  -5.48%
YTD
  -74.44%
1 Year
  -90.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.082
1M High / 1M Low: 0.140 0.058
6M High / 6M Low: 0.450 0.058
High (YTD): 2024-01-03 0.280
Low (YTD): 2024-05-22 0.058
52W High: 2023-10-13 1.200
52W Low: 2024-05-22 0.058
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.092
Avg. volume 1M:   0.000
Avg. price 6M:   0.158
Avg. volume 6M:   0.000
Avg. price 1Y:   0.417
Avg. volume 1Y:   0.000
Volatility 1M:   361.89%
Volatility 6M:   239.29%
Volatility 1Y:   186.66%
Volatility 3Y:   -