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

EUWAX
13/06/2024  13:35:07 Chg.- Bid22:00:34 Ask22:00:34 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: 17/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.80
Leverage: Yes

Calculated values

Fair value: 9.24
Intrinsic value: 9.24
Implied volatility: 4.57
Historic volatility: 0.23
Parity: 9.24
Time value: 0.86
Break-even: 291.00
Moneyness: 1.49
Premium: 0.03
Premium p.a.: 37.68
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.88
Theta: -3.97
Omega: 2.45
Rho: 0.01
 

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
  -4.47%
1 Month
  -11.92%
3 Months  
+38.62%
YTD  
+11.30%
1 Year  
+124.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.52 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:   10.27
Avg. volume 1W:   0.00
Avg. price 1M:   10.59
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:   52.15%
Volatility 6M:   83.85%
Volatility 1Y:   79.23%
Volatility 3Y:   -