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Soc. Generale Call 220 AMGN 20.09.../  DE000SQ8Z5Z1  /

Frankfurt Zert./SG
2024-05-24  9:39:31 PM Chg.-0.090 Bid9:59:57 PM Ask- Underlying Strike price Expiration date Option type
8.200EUR -1.09% 8.180
Bid Size: 2,000		 -
Ask Size: -		 Amgen Inc 220.00 USD 2024-09-20 Call
 

Master data

WKN: SQ8Z5Z
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 8.17
Intrinsic value: 7.91
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 7.91
Time value: 0.26
Break-even: 284.52
Moneyness: 1.39
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 3.43
Rho: 0.64
 

Quote data

Open: 8.160
High: 8.250
Low: 8.020
Previous Close: 8.290
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.39%
1 Month  
+59.22%
3 Months  
+16.98%
YTD  
+20.06%
1 Year  
+256.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.030 8.200
1M High / 1M Low: 9.290 5.150
6M High / 6M Low: 9.970 4.710
High (YTD): 2024-02-02 9.970
Low (YTD): 2024-04-18 4.710
52W High: 2024-02-02 9.970
52W Low: 2023-06-01 2.080
Avg. price 1W:   8.602
Avg. volume 1W:   0.000
Avg. price 1M:   7.811
Avg. volume 1M:   0.000
Avg. price 6M:   6.791
Avg. volume 6M:   0.000
Avg. price 1Y:   5.550
Avg. volume 1Y:   0.000
Volatility 1M:   177.78%
Volatility 6M:   96.24%
Volatility 1Y:   97.01%
Volatility 3Y:   -