OverviewChartNewsTraderScreen

Soc. Generale Call 210 AMG 21.06..../  DE000SV44B34  /

Frankfurt Zert./SG
6/13/2024  9:46:49 PM Chg.-0.060 Bid9:59:55 PM Ask- Underlying Strike price Expiration date Option type
8.260EUR -0.72% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 210.00 - 6/21/2024 Call
 

Master data

WKN: SV44B3
Issuer: Société Générale
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 6/21/2024
Issue date: 5/8/2023
Last trading day: 6/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.46
Leverage: Yes

Calculated values

Fair value: 7.50
Intrinsic value: 7.49
Implied volatility: 4.38
Historic volatility: 0.22
Parity: 7.49
Time value: 0.74
Break-even: 292.30
Moneyness: 1.36
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.87
Theta: -5.03
Omega: 3.00
Rho: 0.01
 

Quote data

Open: 8.350
High: 8.350
Low: 7.980
Previous Close: 8.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -0.72%
1 Month
  -12.78%
3 Months  
+43.15%
YTD  
+12.08%
1 Year  
+154.94%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.320 8.260
1M High / 1M Low: 9.710 8.040
6M High / 6M Low: 10.660 5.180
High (YTD): 2/2/2024 10.660
Low (YTD): 4/18/2024 5.180
52W High: 2/2/2024 10.660
52W Low: 7/7/2023 2.480
Avg. price 1W:   8.290
Avg. volume 1W:   0.000
Avg. price 1M:   8.804
Avg. volume 1M:   0.000
Avg. price 6M:   7.674
Avg. volume 6M:   0.000
Avg. price 1Y:   6.405
Avg. volume 1Y:   0.000
Volatility 1M:   42.03%
Volatility 6M:   92.28%
Volatility 1Y:   91.32%
Volatility 3Y:   -