Soc. Generale Call 220 AMGN 20.09.2024
/ DE000SQ8Z5Z1
Soc. Generale Call 220 AMGN 20.09.../ DE000SQ8Z5Z1 /
| 6/14/2024 9:59:21 AM |
Chg.- |
Bid8:43:23 AM |
Ask8:43:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.31EUR |
- |
7.40
Bid Size: 1,000 |
-
Ask Size: - |
Amgen Inc |
220.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SQ8Z5Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
2/13/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.54 |
| Intrinsic value: |
7.34 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
7.34 |
| Time value: |
0.21 |
| Break-even: |
281.02 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.02 |
| Omega: |
3.67 |
| Rho: |
0.53 |
Quote data
| Open: |
7.31 |
| High: |
7.31 |
| Low: |
7.31 |
| Previous Close: |
7.50 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.70% |
| 1 Month |
|
|
-17.96% |
| 3 Months |
|
|
+38.19% |
| YTD |
|
|
+6.87% |
| 1 Year |
|
|
+158.30% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.00 |
7.31 |
| 1M High / 1M Low: |
8.91 |
7.24 |
| 6M High / 6M Low: |
9.77 |
4.57 |
| High (YTD): |
2/2/2024 |
9.77 |
| Low (YTD): |
4/19/2024 |
4.57 |
| 52W High: |
2/2/2024 |
9.77 |
| 52W Low: |
7/7/2023 |
2.25 |
| Avg. price 1W: |
|
7.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
53.38% |
| Volatility 6M: |
|
103.36% |
| Volatility 1Y: |
|
98.43% |
| Volatility 3Y: |
|
- |
