Soc. Generale Call 150 AMZN 20.12.2024
/ DE000SD40K21
Soc. Generale Call 150 AMZN 20.12.../ DE000SD40K21 /
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% |