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

EUWAX
06/09/2024  21:56:02 Chg.-0.080 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
0.510EUR -13.56% -
Bid Size: -		 -
Ask Size: -		 Amazon.com Inc 150.00 USD 20/12/2024 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: 20/12/2024
Issue date: 26/03/2021
Last trading day: 19/12/2024
Ratio: 50:1
Exercise type: American
Quanto: No
Gearing: 5.34
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.50
Implied volatility: 0.40
Historic volatility: 0.25
Parity: 0.50
Time value: 0.10
Break-even: 165.00
Moneyness: 1.19
Premium: 0.03
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.69%
Delta: 0.83
Theta: -0.05
Omega: 4.42
Rho: 0.29
 

Quote data

Open: 0.580
High: 0.600
Low: 0.510
Previous Close: 0.590
Turnover: 31,880
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.56%
1 Month  
+8.51%
3 Months
  -29.17%
YTD  
+13.33%
1 Year  
+54.55%
3 Years
  -43.96%
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.520
1M High / 1M Low: 0.620 0.420
6M High / 6M Low: 1.050 0.310
High (YTD): 03/07/2024 1.050
Low (YTD): 05/08/2024 0.310
52W High: 03/07/2024 1.050
52W Low: 26/10/2023 0.190
Avg. price 1W:   0.570
Avg. volume 1W:   12,900
Avg. price 1M:   0.543
Avg. volume 1M:   5,000
Avg. price 6M:   0.752
Avg. volume 6M:   2,846.186
Avg. price 1Y:   0.589
Avg. volume 1Y:   2,410.969
Volatility 1M:   128.28%
Volatility 6M:   141.89%
Volatility 1Y:   129.16%
Volatility 3Y:   130.42%