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

Frankfurt Zert./SG
7/31/2024  11:59:47 AM Chg.-0.010 Bid7/31/2024 Ask7/31/2024 Underlying Strike price Expiration date Option type
0.720EUR -1.37% 0.720
Bid Size: 70,000		 0.730
Ask Size: 70,000		 Amazon.com Inc 150.00 USD 12/20/2024 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: 12/20/2024
Issue date: 3/26/2021
Last trading day: 12/19/2024
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: 0.730
Low: 0.720
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.41%
1 Month
  -23.40%
3 Months
  -5.26%
YTD  
+63.64%
1 Year  
+118.18%
3 Years
  -15.29%
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.710
1M High / 1M Low: 1.040 0.710
6M High / 6M Low: 1.040 0.450
High (YTD): 7/2/2024 1.040
Low (YTD): 1/5/2024 0.350
52W High: 7/2/2024 1.040
52W Low: 10/26/2023 0.190
Avg. price 1W:   0.724
Avg. volume 1W:   400
Avg. price 1M:   0.875
Avg. volume 1M:   363.636
Avg. price 6M:   0.775
Avg. volume 6M:   3,014.465
Avg. price 1Y:   0.567
Avg. volume 1Y:   4,502.555
Volatility 1M:   74.35%
Volatility 6M:   94.60%
Volatility 1Y:   108.08%
Volatility 3Y:   122.76%