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Soc. Generale Call 147.5 AMZN 20..../  DE000SH789D4  /

Frankfurt Zert./SG
11/12/2024  9:42:17 PM Chg.+0.460 Bid9:59:56 PM Ask- Underlying Strike price Expiration date Option type
11.760EUR +4.07% 11.750
Bid Size: 7,000		 -
Ask Size: -		 Amazon.com Inc 147.50 USD 12/20/2024 Call
 

Master data

WKN: SH789D
Issuer: Société Générale
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 147.50 USD
Maturity: 12/20/2024
Issue date: 3/31/2022
Last trading day: 12/19/2024
Ratio: 5:1
Exercise type: American
Quanto: No
Gearing: 3.43
Leverage: Yes

Calculated values

Fair value: 11.22
Intrinsic value: 11.13
Implied volatility: 0.60
Historic volatility: 0.25
Parity: 11.13
Time value: 0.19
Break-even: 194.93
Moneyness: 1.40
Premium: 0.00
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.05
Omega: 3.32
Rho: 0.14
 

Quote data

Open: 11.240
High: 11.810
Low: 11.240
Previous Close: 11.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.49%
1 Month  
+45.91%
3 Months  
+135.20%
YTD  
+146.54%
1 Year  
+184.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.790 9.680
1M High / 1M Low: 11.790 7.320
6M High / 6M Low: 11.790 4.590
High (YTD): 11/7/2024 11.790
Low (YTD): 1/5/2024 3.780
52W High: 11/7/2024 11.790
52W Low: 1/5/2024 3.780
Avg. price 1W:   11.064
Avg. volume 1W:   0.000
Avg. price 1M:   8.856
Avg. volume 1M:   0.000
Avg. price 6M:   7.894
Avg. volume 6M:   0.000
Avg. price 1Y:   7.154
Avg. volume 1Y:   0.000
Volatility 1M:   87.24%
Volatility 6M:   107.05%
Volatility 1Y:   99.23%
Volatility 3Y:   -