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

EUWAX
6/11/2024  8:55:29 AM Chg.-0.060 Bid6:41:53 PM Ask6:41:53 PM Underlying Strike price Expiration date Option type
0.640EUR -8.57% 0.450
Bid Size: 50,000		 0.480
Ask Size: 50,000		 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: 0.640
High: 0.640
Low: 0.640
Previous Close: 0.700
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -32.63%
1 Month
  -58.44%
3 Months  
+18.52%
YTD
  -52.59%
1 Year  
+178.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.980 0.700
1M High / 1M Low: 1.990 0.410
6M High / 6M Low: 3.250 0.220
High (YTD): 2/1/2024 3.250
Low (YTD): 4/19/2024 0.220
52W High: 2/1/2024 3.250
52W Low: 7/7/2023 0.190
Avg. price 1W:   0.880
Avg. volume 1W:   0.000
Avg. price 1M:   1.116
Avg. volume 1M:   0.000
Avg. price 6M:   1.154
Avg. volume 6M:   80
Avg. price 1Y:   0.948
Avg. volume 1Y:   39.216
Volatility 1M:   406.15%
Volatility 6M:   637.85%
Volatility 1Y:   474.44%
Volatility 3Y:   -