Soc. Generale Call 220 AMGN 20.12.2024
/ DE000SV45315
Soc. Generale Call 220 AMGN 20.12.../ DE000SV45315 /
2024-06-14 9:42:48 PM |
Chg.-0.020 |
Bid8:37:29 AM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.790EUR |
-0.26% |
7.730 Bid Size: 1,000 |
- Ask Size: - |
Amgen Inc |
220.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SV4531 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-05-09 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.55 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.75 |
Intrinsic value: |
7.34 |
Implied volatility: |
0.30 |
Historic volatility: |
0.22 |
Parity: |
7.34 |
Time value: |
0.52 |
Break-even: |
284.12 |
Moneyness: |
1.36 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.95 |
Theta: |
-0.03 |
Omega: |
3.37 |
Rho: |
0.96 |
Quote data
Open: |
7.670 |
High: |
7.900 |
Low: |
7.650 |
Previous Close: |
7.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.14% |
1 Month |
|
|
-13.73% |
3 Months |
|
|
+43.46% |
YTD |
|
|
+9.41% |
1 Year |
|
|
+150.48% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.300 |
7.790 |
1M High / 1M Low: |
9.270 |
7.710 |
6M High / 6M Low: |
10.170 |
5.110 |
High (YTD): |
2024-02-02 |
10.170 |
Low (YTD): |
2024-04-18 |
5.110 |
52W High: |
2024-02-02 |
10.170 |
52W Low: |
2023-07-07 |
2.530 |
Avg. price 1W: |
|
7.974 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
8.419 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
7.374 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
6.194 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
41.26% |
Volatility 6M: |
|
88.54% |
Volatility 1Y: |
|
87.22% |
Volatility 3Y: |
|
- |