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Soc. Generale Call 300 AMGN 21.06.../  DE000SQ3S4V7  /

Frankfurt Zert./SG
6/11/2024  9:46:31 PM Chg.-0.200 Bid9:59:53 PM Ask9:59:53 PM Underlying Strike price Expiration date Option type
0.460EUR -30.30% 0.460
Bid Size: 6,600		 0.490
Ask Size: 6,600		 Amgen Inc 300.00 USD 6/21/2024 Call
 

Master data

WKN: SQ3S4V
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 6/21/2024
Issue date: 11/3/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 39.32
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.44
Implied volatility: 0.24
Historic volatility: 0.23
Parity: 0.44
Time value: 0.28
Break-even: 285.92
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.43
Spread abs.: 0.02
Spread %: 2.86%
Delta: 0.67
Theta: -0.22
Omega: 26.28
Rho: 0.05
 

Quote data

Open: 0.650
High: 0.700
Low: 0.430
Previous Close: 0.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -56.19%
1 Month
  -67.14%
3 Months
  -22.03%
YTD
  -66.18%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.660
1M High / 1M Low: 2.010 0.500
6M High / 6M Low: 3.290 0.240
High (YTD): 2/1/2024 3.290
Low (YTD): 4/18/2024 0.240
52W High: 2/1/2024 3.290
52W Low: 7/7/2023 0.180
Avg. price 1W:   0.872
Avg. volume 1W:   0.000
Avg. price 1M:   1.140
Avg. volume 1M:   0.000
Avg. price 6M:   1.153
Avg. volume 6M:   0.000
Avg. price 1Y:   0.945
Avg. volume 1Y:   0.000
Volatility 1M:   331.03%
Volatility 6M:   454.32%
Volatility 1Y:   354.54%
Volatility 3Y:   -