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Soc. Generale Call 190 AMG 21.06..../  DE000SV6N8G1  /

Frankfurt Zert./SG
2024-06-13  9:45:30 PM Chg.-0.060 Bid9:59:25 PM Ask- Underlying Strike price Expiration date Option type
10.120EUR -0.59% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 190.00 - 2024-06-21 Call
 

Master data

WKN: SV6N8G
Issuer: Société Générale
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 190.00 -
Maturity: 2024-06-21
Issue date: 2023-05-23
Last trading day: 2024-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.82
Leverage: Yes

Calculated values

Fair value: 9.50
Intrinsic value: 9.49
Implied volatility: 5.03
Historic volatility: 0.22
Parity: 9.49
Time value: 0.61
Break-even: 291.00
Moneyness: 1.50
Premium: 0.02
Premium p.a.: 45.55
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -4.72
Omega: 2.54
Rho: 0.01
 

Quote data

Open: 10.110
High: 10.120
Low: 9.850
Previous Close: 10.180
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -11.46%
3 Months  
+34.93%
YTD  
+11.58%
1 Year  
+123.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.120 10.120
1M High / 1M Low: 11.560 9.880
6M High / 6M Low: 12.470 6.950
High (YTD): 2024-02-02 12.470
Low (YTD): 2024-04-18 6.950
52W High: 2024-02-02 12.470
52W Low: 2023-07-07 3.730
Avg. price 1W:   10.120
Avg. volume 1W:   0.000
Avg. price 1M:   10.654
Avg. volume 1M:   0.000
Avg. price 6M:   9.482
Avg. volume 6M:   0.000
Avg. price 1Y:   8.077
Avg. volume 1Y:   0.000
Volatility 1M:   35.95%
Volatility 6M:   76.54%
Volatility 1Y:   74.91%
Volatility 3Y:   -