Soc. Generale Put 300 AMGN 20.09.2024
/ DE000SW38XN6
Soc. Generale Put 300 AMGN 20.09..../ DE000SW38XN6 /
| 19/06/2024 13:22:35 |
Chg.-0.080 |
Bid22:00:33 |
Ask22:00:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.990EUR |
-7.48% |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SW38XN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
300.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
03/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.22 |
| Parity: |
-0.56 |
| Time value: |
1.04 |
| Break-even: |
268.96 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.02 |
| Spread %: |
1.96% |
| Delta: |
-0.38 |
| Theta: |
-0.06 |
| Omega: |
-10.54 |
| Rho: |
-0.31 |
Quote data
| Open: |
0.990 |
| High: |
0.990 |
| Low: |
0.990 |
| Previous Close: |
1.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
+11.24% |
| 3 Months |
|
|
-68.57% |
| YTD |
|
|
-60.40% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
0.990 |
| 1M High / 1M Low: |
1.540 |
0.820 |
| 6M High / 6M Low: |
4.070 |
0.790 |
| High (YTD): |
19/04/2024 |
4.070 |
| Low (YTD): |
16/05/2024 |
0.790 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.087 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.184 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.99% |
| Volatility 6M: |
|
156.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
