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

Frankfurt Zert./SG
9/6/2024  9:37:50 PM Chg.-0.820 Bid9:59:54 PM Ask9:59:54 PM Underlying Strike price Expiration date Option type
5.530EUR -12.91% 5.440
Bid Size: 9,000		 5.450
Ask Size: 9,000		 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: 5.04
Leverage: Yes

Calculated values

Fair value: 5.86
Intrinsic value: 5.47
Implied volatility: 0.40
Historic volatility: 0.25
Parity: 5.47
Time value: 0.88
Break-even: 164.50
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.16%
Delta: 0.85
Theta: -0.05
Omega: 4.27
Rho: 0.30
 

Quote data

Open: 6.250
High: 6.330
Low: 5.500
Previous Close: 6.350
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.64%
1 Month  
+18.42%
3 Months
  -32.48%
YTD  
+15.93%
1 Year  
+51.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.390 5.670
1M High / 1M Low: 6.750 4.630
6M High / 6M Low: 10.900 4.590
High (YTD): 7/2/2024 10.900
Low (YTD): 1/5/2024 3.780
52W High: 7/2/2024 10.900
52W Low: 10/26/2023 2.160
Avg. price 1W:   6.170
Avg. volume 1W:   0.000
Avg. price 1M:   5.783
Avg. volume 1M:   0.000
Avg. price 6M:   7.937
Avg. volume 6M:   0.000
Avg. price 1Y:   6.263
Avg. volume 1Y:   0.000
Volatility 1M:   126.25%
Volatility 6M:   99.33%
Volatility 1Y:   107.60%
Volatility 3Y:   -