Soc. Generale Call 250 AMGN 21.06.2024
/ DE000SQ3S4Q7
Soc. Generale Call 250 AMGN 21.06.../ DE000SQ3S4Q7 /
| 2024-05-24 8:52:32 AM |
Chg.-0.23 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.20EUR |
-4.24% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
250.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SQ3S4Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2022-11-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.21 |
| Intrinsic value: |
5.15 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.22 |
| Parity: |
5.15 |
| Time value: |
0.07 |
| Break-even: |
282.68 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.03 |
| Omega: |
5.35 |
| Rho: |
0.17 |
Quote data
| Open: |
5.20 |
| High: |
5.20 |
| Low: |
5.20 |
| Previous Close: |
5.43 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.90% |
| 1 Month |
|
|
+98.47% |
| 3 Months |
|
|
+35.06% |
| YTD |
|
|
+22.93% |
| 1 Year |
|
|
+420.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.95 |
5.20 |
| 1M High / 1M Low: |
6.20 |
2.19 |
| 6M High / 6M Low: |
7.10 |
1.85 |
| High (YTD): |
2024-02-01 |
7.10 |
| Low (YTD): |
2024-04-19 |
1.85 |
| 52W High: |
2024-02-01 |
7.10 |
| 52W Low: |
2023-07-07 |
0.88 |
| Avg. price 1W: |
|
5.65 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
3.18 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
365.46% |
| Volatility 6M: |
|
181.37% |
| Volatility 1Y: |
|
163.64% |
| Volatility 3Y: |
|
- |
