Soc. Generale Call 210 AMG 21.06.2024
/ DE000SV44B34
Soc. Generale Call 210 AMG 21.06..../ DE000SV44B34 /
| 6/13/2024 9:46:41 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.24EUR |
- |
-
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: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.91 |
| Intrinsic value: |
6.90 |
| Implied volatility: |
3.10 |
| Historic volatility: |
0.22 |
| Parity: |
6.90 |
| Time value: |
1.33 |
| Break-even: |
292.30 |
| Moneyness: |
1.33 |
| Premium: |
0.05 |
| Premium p.a.: |
16.15 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.82 |
| Theta: |
-2.44 |
| Omega: |
2.78 |
| Rho: |
0.02 |
Quote data
| Open: |
8.24 |
| High: |
8.24 |
| Low: |
8.24 |
| Previous Close: |
8.33 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.26% |
| 1 Month |
|
|
-15.92% |
| 3 Months |
|
|
+43.55% |
| YTD |
|
|
+11.96% |
| 1 Year |
|
|
+159.94% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.75 |
8.24 |
| 1M High / 1M Low: |
9.80 |
7.93 |
| 6M High / 6M Low: |
10.64 |
4.88 |
| High (YTD): |
2/1/2024 |
10.64 |
| Low (YTD): |
4/19/2024 |
4.88 |
| 52W High: |
2/1/2024 |
10.64 |
| 52W Low: |
7/7/2023 |
2.51 |
| Avg. price 1W: |
|
8.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.61 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.37 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
47.78% |
| Volatility 6M: |
|
102.72% |
| Volatility 1Y: |
|
97.75% |
| Volatility 3Y: |
|
- |
