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Soc. Generale Call 150 AMZN 20.12.../  DE000SD40K21  /

EUWAX
2024-07-31  9:35:34 AM Chg.-0.020 Bid10:54:23 AM Ask10:54:23 AM Underlying Strike price Expiration date Option type
0.720EUR -2.70% 0.720
Bid Size: 70,000		 0.730
Ask Size: 70,000		 Amazon.com Inc 150.00 USD 2024-12-20 Call
 

Master data

WKN: SD40K2
Issuer: Société Générale
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-12-20
Issue date: 2021-03-26
Last trading day: 2024-12-19
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 4.73
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.59
Implied volatility: 0.40
Historic volatility: 0.25
Parity: 0.59
Time value: 0.12
Break-even: 174.19
Moneyness: 1.21
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 1.43%
Delta: 0.83
Theta: -0.05
Omega: 3.93
Rho: 0.40
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.740
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.49%
1 Month
  -30.10%
3 Months
  -11.11%
YTD  
+60.00%
1 Year  
+118.18%
3 Years
  -16.28%
5 Years     -
10 Years     -
1W High / 1W Low: 0.770 0.700
1M High / 1M Low: 1.050 0.700
6M High / 6M Low: 1.050 0.460
High (YTD): 2024-07-03 1.050
Low (YTD): 2024-01-05 0.350
52W High: 2024-07-03 1.050
52W Low: 2023-10-26 0.190
Avg. price 1W:   0.734
Avg. volume 1W:   0.000
Avg. price 1M:   0.878
Avg. volume 1M:   127.273
Avg. price 6M:   0.776
Avg. volume 6M:   1,976.441
Avg. price 1Y:   0.567
Avg. volume 1Y:   1,975.637
Volatility 1M:   75.78%
Volatility 6M:   94.37%
Volatility 1Y:   106.31%
Volatility 3Y:   121.23%