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Soc. Generale Call 220 AMG 21.06..../  DE000SQ8SEH1  /

Frankfurt Zert./SG
13/06/2024  21:38:37 Chg.-0.170 Bid21:59:48 Ask- Underlying Strike price Expiration date Option type
7.300EUR -2.28% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 220.00 - 21/06/2024 Call
 

Master data

WKN: SQ8SEH
Issuer: Société Générale
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 21/06/2024
Issue date: 07/02/2023
Last trading day: 14/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.89
Leverage: Yes

Calculated values

Fair value: 6.47
Intrinsic value: 6.47
Implied volatility: 5.82
Historic volatility: 0.22
Parity: 6.47
Time value: 0.84
Break-even: 293.10
Moneyness: 1.29
Premium: 0.03
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.84
Theta: -10.51
Omega: 3.28
Rho: 0.00
 

Quote data

Open: 7.330
High: 7.330
Low: 7.040
Previous Close: 7.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -15.61%
3 Months  
+49.90%
YTD  
+11.45%
1 Year  
+173.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.300 7.300
1M High / 1M Low: 8.750 7.120
6M High / 6M Low: 9.760 4.290
High (YTD): 02/02/2024 9.760
Low (YTD): 18/04/2024 4.290
52W High: 02/02/2024 9.760
52W Low: 07/07/2023 1.950
Avg. price 1W:   7.300
Avg. volume 1W:   0.000
Avg. price 1M:   7.885
Avg. volume 1M:   0.000
Avg. price 6M:   6.801
Avg. volume 6M:   0.000
Avg. price 1Y:   5.622
Avg. volume 1Y:   0.000
Volatility 1M:   47.65%
Volatility 6M:   109.16%
Volatility 1Y:   104.44%
Volatility 3Y:   -