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Soc. Generale Call 190 AMGN 17.01.../  DE000SV6N8H9  /

EUWAX
2024-05-24  8:16:14 AM Chg.-0.19 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
11.11EUR -1.68% -
Bid Size: -		 -
Ask Size: -		 Amgen Inc 190.00 USD 2025-01-17 Call
 

Master data

WKN: SV6N8H
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2025-01-17
Issue date: 2023-05-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.53
Leverage: Yes

Calculated values

Fair value: 11.21
Intrinsic value: 10.78
Implied volatility: 0.26
Historic volatility: 0.23
Parity: 10.78
Time value: 0.44
Break-even: 287.94
Moneyness: 1.61
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 2.51
Rho: 1.10
 

Quote data

Open: 11.11
High: 11.11
Low: 11.11
Previous Close: 11.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.69%
1 Month  
+37.16%
3 Months  
+20.76%
YTD  
+18.07%
1 Year  
+142.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.80 11.30
1M High / 1M Low: 12.05 7.73
6M High / 6M Low: 12.51 7.26
High (YTD): 2024-02-01 12.51
Low (YTD): 2024-04-19 7.26
52W High: 2024-02-01 12.51
52W Low: 2023-06-01 3.91
Avg. price 1W:   11.64
Avg. volume 1W:   0.00
Avg. price 1M:   10.45
Avg. volume 1M:   0.00
Avg. price 6M:   9.44
Avg. volume 6M:   0.00
Avg. price 1Y:   8.01
Avg. volume 1Y:   0.00
Volatility 1M:   138.90%
Volatility 6M:   73.92%
Volatility 1Y:   72.92%
Volatility 3Y:   -