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

Frankfurt Zert./SG
6/14/2024  9:42:48 PM Chg.-0.020 Bid9:59:26 PM Ask- Underlying Strike price Expiration date Option type
7.790EUR -0.26% 7.840
Bid Size: 1,000		 -
Ask Size: -		 Amgen Inc 220.00 USD 12/20/2024 Call
 

Master data

WKN: SV4531
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
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: CL
 
  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): 2/2/2024 10.170
Low (YTD): 4/18/2024 5.110
52W High: 2/2/2024 10.170
52W Low: 7/7/2023 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:   -