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Soc. Generale Call 210 AMGN 17.01.../  DE000SQ86S56  /

Frankfurt Zert./SG
2024-05-24  9:48:01 PM Chg.-0.120 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
9.430EUR -1.26% 9.460
Bid Size: 2,000		 -
Ask Size: -		 Amgen Inc 210.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86S5
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.98
Leverage: Yes

Calculated values

Fair value: 9.33
Intrinsic value: 8.84
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 8.84
Time value: 0.61
Break-even: 288.10
Moneyness: 1.46
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.03
Omega: 2.85
Rho: 1.14
 

Quote data

Open: 9.460
High: 9.550
Low: 9.310
Previous Close: 9.550
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.51%
1 Month  
+47.81%
3 Months  
+15.28%
YTD  
+19.07%
1 Year  
+210.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.220 9.430
1M High / 1M Low: 10.510 6.380
6M High / 6M Low: 11.030 5.960
High (YTD): 2024-02-05 11.030
Low (YTD): 2024-04-18 5.960
52W High: 2024-02-05 11.030
52W Low: 2023-06-01 2.830
Avg. price 1W:   9.838
Avg. volume 1W:   0.000
Avg. price 1M:   9.059
Avg. volume 1M:   0.000
Avg. price 6M:   7.958
Avg. volume 6M:   0.000
Avg. price 1Y:   6.617
Avg. volume 1Y:   0.000
Volatility 1M:   147.33%
Volatility 6M:   79.94%
Volatility 1Y:   81.18%
Volatility 3Y:   -