Soc. Generale Call 190 AMG 21.06.2024
/ DE000SV6N8G1
Soc. Generale Call 190 AMG 21.06..../ DE000SV6N8G1 /
| 13/06/2024 13:35:07 |
Chg.- |
Bid22:00:32 |
Ask22:00:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.05EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
190.00 - |
21/06/2024 |
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: |
21/06/2024 |
| Issue date: |
23/05/2023 |
| Last trading day: |
14/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.91 |
| Intrinsic value: |
8.90 |
| Implied volatility: |
3.61 |
| Historic volatility: |
0.22 |
| Parity: |
8.90 |
| Time value: |
1.20 |
| Break-even: |
291.00 |
| Moneyness: |
1.47 |
| Premium: |
0.04 |
| Premium p.a.: |
12.08 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.86 |
| Theta: |
-2.45 |
| Omega: |
2.36 |
| Rho: |
0.02 |
Quote data
| Open: |
10.07 |
| High: |
10.07 |
| Low: |
10.05 |
| Previous Close: |
10.23 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.74% |
| 1 Month |
|
|
-11.92% |
| 3 Months |
|
|
+32.94% |
| YTD |
|
|
+11.30% |
| 1 Year |
|
|
+124.33% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.55 |
10.05 |
| 1M High / 1M Low: |
11.43 |
9.54 |
| 6M High / 6M Low: |
12.26 |
6.70 |
| High (YTD): |
01/02/2024 |
12.26 |
| Low (YTD): |
19/04/2024 |
6.70 |
| 52W High: |
01/02/2024 |
12.26 |
| 52W Low: |
07/07/2023 |
3.66 |
| Avg. price 1W: |
|
10.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
8.03 |
| Avg. volume 1Y: |
|
5.06 |
| Volatility 1M: |
|
50.92% |
| Volatility 6M: |
|
83.85% |
| Volatility 1Y: |
|
79.23% |
| Volatility 3Y: |
|
- |
