Soc. Generale Call 220 AMGN 20.09.2024
/ DE000SQ8Z5Z1
Soc. Generale Call 220 AMGN 20.09.../ DE000SQ8Z5Z1 /
| 24/05/2024 09:53:27 |
Chg.-0.18 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.15EUR |
-2.16% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
220.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ8Z5Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2023 |
| Last trading day: |
19/09/2024 |
| 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: |
8.15 |
| High: |
8.15 |
| Low: |
8.15 |
| Previous Close: |
8.33 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.53% |
| 1 Month |
|
|
+50.09% |
| 3 Months |
|
|
+25.00% |
| YTD |
|
|
+19.15% |
| 1 Year |
|
|
+259.03% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.83 |
8.15 |
| 1M High / 1M Low: |
9.25 |
4.95 |
| 6M High / 6M Low: |
9.77 |
4.57 |
| High (YTD): |
02/02/2024 |
9.77 |
| Low (YTD): |
19/04/2024 |
4.57 |
| 52W High: |
02/02/2024 |
9.77 |
| 52W Low: |
01/06/2023 |
2.06 |
| Avg. price 1W: |
|
8.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.54 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
198.29% |
| Volatility 6M: |
|
102.36% |
| Volatility 1Y: |
|
101.75% |
| Volatility 3Y: |
|
- |
