Soc. Generale Call 220 AMGN 20.12.2024
/ DE000SV45315
Soc. Generale Call 220 AMGN 20.12.../ DE000SV45315 /
| 2024-05-24 8:27:00 AM |
Chg.-0.18 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.50EUR |
-2.07% |
-
Bid Size: - |
-
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: |
8.50 |
| High: |
8.50 |
| Low: |
8.50 |
| Previous Close: |
8.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.51% |
| 1 Month |
|
|
+45.80% |
| 3 Months |
|
|
+24.09% |
| YTD |
|
|
+19.89% |
| 1 Year |
|
|
+238.65% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.19 |
8.50 |
| 1M High / 1M Low: |
9.43 |
5.41 |
| 6M High / 6M Low: |
10.03 |
4.98 |
| High (YTD): |
2024-02-01 |
10.03 |
| Low (YTD): |
2024-04-19 |
4.98 |
| 52W High: |
2024-02-01 |
10.03 |
| 52W Low: |
2023-06-01 |
2.29 |
| Avg. price 1W: |
|
8.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.06 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.07 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
5.82 |
| Avg. volume 1Y: |
|
54.69 |
| Volatility 1M: |
|
175.63% |
| Volatility 6M: |
|
91.60% |
| Volatility 1Y: |
|
91.76% |
| Volatility 3Y: |
|
- |
