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

Frankfurt Zert./SG
21/06/2024  21:35:41 Chg.+0.110 Bid21:59:44 Ask- Underlying Strike price Expiration date Option type
8.880EUR +1.25% 8.700
Bid Size: 1,000		 -
Ask Size: -		 Amgen Inc 220.00 USD 20/12/2024 Call
 

Master data

WKN: SV4531
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 8.63
Intrinsic value: 8.25
Implied volatility: 0.30
Historic volatility: 0.23
Parity: 8.25
Time value: 0.45
Break-even: 292.76
Moneyness: 1.40
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.03
Omega: 3.20
Rho: 0.95
 

Quote data

Open: 8.710
High: 8.990
Low: 8.710
Previous Close: 8.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.99%
1 Month  
+2.90%
3 Months  
+47.75%
YTD  
+24.72%
1 Year  
+186.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.880 8.250
1M High / 1M Low: 8.880 7.710
6M High / 6M Low: 10.170 5.110
High (YTD): 02/02/2024 10.170
Low (YTD): 18/04/2024 5.110
52W High: 02/02/2024 10.170
52W Low: 07/07/2023 2.530
Avg. price 1W:   8.520
Avg. volume 1W:   0.000
Avg. price 1M:   8.313
Avg. volume 1M:   0.000
Avg. price 6M:   7.459
Avg. volume 6M:   0.000
Avg. price 1Y:   6.288
Avg. volume 1Y:   0.000
Volatility 1M:   47.36%
Volatility 6M:   89.40%
Volatility 1Y:   87.17%
Volatility 3Y:   -