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Soc. Generale Call 142.5 AMZN 20..../  DE000SH789B8  /

EUWAX
12/11/2024  09:18:58 Chg.-0.46 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
12.20EUR -3.63% -
Bid Size: -		 -
Ask Size: -		 Amazon.com Inc 142.50 USD 20/12/2024 Call
 

Master data

WKN: SH789B
Issuer: Société Générale
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 142.50 USD
Maturity: 20/12/2024
Issue date: 31/03/2022
Last trading day: 19/12/2024
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 3.17
Leverage: Yes

Calculated values

Fair value: 12.15
Intrinsic value: 12.07
Implied volatility: 0.65
Historic volatility: 0.25
Parity: 12.07
Time value: 0.18
Break-even: 194.89
Moneyness: 1.45
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 3.08
Rho: 0.13
 

Quote data

Open: 12.20
High: 12.20
Low: 12.20
Previous Close: 12.66
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.81%
1 Month  
+42.86%
3 Months  
+105.73%
YTD  
+129.76%
1 Year  
+168.13%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.78 11.11
1M High / 1M Low: 12.78 8.31
6M High / 6M Low: 12.78 5.26
High (YTD): 08/11/2024 12.78
Low (YTD): 05/01/2024 4.31
52W High: 08/11/2024 12.78
52W Low: 05/01/2024 4.31
Avg. price 1W:   12.15
Avg. volume 1W:   0.00
Avg. price 1M:   9.78
Avg. volume 1M:   0.00
Avg. price 6M:   8.73
Avg. volume 6M:   0.00
Avg. price 1Y:   7.88
Avg. volume 1Y:   0.00
Volatility 1M:   104.61%
Volatility 6M:   100.86%
Volatility 1Y:   91.53%
Volatility 3Y:   -