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Soc. Generale Call 200 AMGN 20.12.../  DE000SV47584  /

Frankfurt Zert./SG
2024-05-24  9:35:29 PM Chg.-0.130 Bid9:59:47 PM Ask- Underlying Strike price Expiration date Option type
10.190EUR -1.26% 10.190
Bid Size: 2,000		 -
Ask Size: -		 Amgen Inc 200.00 USD 2024-12-20 Call
 

Master data

WKN: SV4758
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.77
Leverage: Yes

Calculated values

Fair value: 10.16
Intrinsic value: 9.76
Implied volatility: 0.27
Historic volatility: 0.22
Parity: 9.76
Time value: 0.42
Break-even: 286.18
Moneyness: 1.53
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 2.74
Rho: 1.01
 

Quote data

Open: 10.170
High: 10.290
Low: 10.030
Previous Close: 10.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.12%
1 Month  
+42.32%
3 Months  
+18.35%
YTD  
+18.63%
1 Year  
+190.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.950 10.190
1M High / 1M Low: 11.290 7.160
6M High / 6M Low: 11.840 6.640
High (YTD): 2024-02-02 11.840
Low (YTD): 2024-04-18 6.640
52W High: 2024-02-02 11.840
52W Low: 2023-06-01 3.260
Avg. price 1W:   10.608
Avg. volume 1W:   0.000
Avg. price 1M:   9.925
Avg. volume 1M:   0.000
Avg. price 6M:   8.654
Avg. volume 6M:   0.000
Avg. price 1Y:   7.275
Avg. volume 1Y:   0.000
Volatility 1M:   135.39%
Volatility 6M:   73.44%
Volatility 1Y:   75.23%
Volatility 3Y:   -