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Soc. Generale Call 220 AMGN 20.12.../  DE000SV45315  /

Frankfurt Zert./SG
2024-05-24  9:39:25 PM Chg.-0.110 Bid9:59:53 PM Ask- Underlying Strike price Expiration date Option type
8.520EUR -1.27% 8.510
Bid Size: 2,000		 -
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: 3.32
Leverage: Yes

Calculated values

Fair value: 8.38
Intrinsic value: 7.91
Implied volatility: 0.30
Historic volatility: 0.22
Parity: 7.91
Time value: 0.58
Break-even: 287.72
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.03
Omega: 3.16
Rho: 1.05
 

Quote data

Open: 8.500
High: 8.610
Low: 8.400
Previous Close: 8.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -5.65%
1 Month  
+54.35%
3 Months  
+16.55%
YTD  
+19.66%
1 Year  
+239.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.270 8.520
1M High / 1M Low: 9.570 5.520
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: 2023-06-01 2.270
Avg. price 1W:   8.926
Avg. volume 1W:   0.000
Avg. price 1M:   8.143
Avg. volume 1M:   0.000
Avg. price 6M:   7.101
Avg. volume 6M:   0.000
Avg. price 1Y:   5.839
Avg. volume 1Y:   0.000
Volatility 1M:   164.73%
Volatility 6M:   88.91%
Volatility 1Y:   89.91%
Volatility 3Y:   -