Soc. Generale Call 240 AMGN 21.06.2024
/ DE000SQ8SEJ7
Soc. Generale Call 240 AMGN 21.06.../ DE000SQ8SEJ7 /
| 2024-05-24 8:27:48 AM |
Chg.-0.20 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.12EUR |
-3.16% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
240.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ8SEJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-02-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.22 |
| Intrinsic value: |
6.15 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.23 |
| Parity: |
6.15 |
| Time value: |
0.08 |
| Break-even: |
284.28 |
| Moneyness: |
1.28 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.04 |
| Omega: |
4.49 |
| Rho: |
0.17 |
Quote data
| Open: |
6.12 |
| High: |
6.12 |
| Low: |
6.12 |
| Previous Close: |
6.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.79% |
| 1 Month |
|
|
+87.16% |
| 3 Months |
|
|
+33.62% |
| YTD |
|
|
+23.14% |
| 1 Year |
|
|
+287.34% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.88 |
6.32 |
| 1M High / 1M Low: |
7.09 |
2.93 |
| 6M High / 6M Low: |
7.90 |
2.53 |
| High (YTD): |
2024-02-01 |
7.90 |
| Low (YTD): |
2024-04-19 |
2.53 |
| 52W High: |
2024-02-01 |
7.90 |
| 52W Low: |
2023-06-01 |
1.16 |
| Avg. price 1W: |
|
6.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.79 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.80 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
304.25% |
| Volatility 6M: |
|
151.87% |
| Volatility 1Y: |
|
144.76% |
| Volatility 3Y: |
|
- |
