Soc. Generale Call 260 AMG 21.06.2024
/ DE000SQ3S4R5
Soc. Generale Call 260 AMG 21.06..../ DE000SQ3S4R5 /
| 6/13/2024 8:55:05 AM |
Chg.- |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.72EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
260.00 - |
6/21/2024 |
Call |
Master data
| WKN: |
SQ3S4R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 - |
| Maturity: |
6/21/2024 |
| Issue date: |
11/3/2022 |
| Last trading day: |
6/14/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.77 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.91 |
| Intrinsic value: |
1.90 |
| Implied volatility: |
1.83 |
| Historic volatility: |
0.22 |
| Parity: |
1.90 |
| Time value: |
1.69 |
| Break-even: |
295.90 |
| Moneyness: |
1.07 |
| Premium: |
0.06 |
| Premium p.a.: |
35.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.66 |
| Theta: |
-2.01 |
| Omega: |
5.15 |
| Rho: |
0.02 |
Quote data
| Open: |
3.72 |
| High: |
3.72 |
| Low: |
3.72 |
| Previous Close: |
3.71 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.00% |
| 1 Month |
|
|
-29.68% |
| 3 Months |
|
|
+89.80% |
| YTD |
|
|
+6.59% |
| 1 Year |
|
|
+300.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.71 |
| 1M High / 1M Low: |
5.29 |
3.22 |
| 6M High / 6M Low: |
6.25 |
1.29 |
| High (YTD): |
2/1/2024 |
6.25 |
| Low (YTD): |
4/19/2024 |
1.29 |
| 52W High: |
2/1/2024 |
6.25 |
| 52W Low: |
7/7/2023 |
0.63 |
| Avg. price 1W: |
|
3.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.27 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.49 |
| Avg. volume 6M: |
|
4.07 |
| Avg. price 1Y: |
|
2.77 |
| Avg. volume 1Y: |
|
1.97 |
| Volatility 1M: |
|
121.14% |
| Volatility 6M: |
|
227.24% |
| Volatility 1Y: |
|
194.51% |
| Volatility 3Y: |
|
- |
