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Soc. Generale Call 175 AMZN 20.12.../  DE000SD40K39  /

Frankfurt Zert./SG
2024-07-05  9:47:18 PM Chg.+0.020 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.650EUR +3.17% 0.650
Bid Size: 80,000		 0.660
Ask Size: 80,000		 Amazon.com Inc 175.00 USD 2024-12-20 Call
 

Master data

WKN: SD40K3
Issuer: Société Générale
Currency: EUR
Underlying: Amazon.com Inc
Type: Warrant
Option type: Call
Strike price: 175.00 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: 5.68
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.46
Implied volatility: 0.36
Historic volatility: 0.25
Parity: 0.46
Time value: 0.19
Break-even: 193.95
Moneyness: 1.14
Premium: 0.05
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.77
Theta: -0.05
Omega: 4.37
Rho: 0.50
 

Quote data

Open: 0.630
High: 0.660
Low: 0.620
Previous Close: 0.630
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.84%
1 Month  
+44.44%
3 Months  
+20.37%
YTD  
+170.83%
1 Year  
+282.35%
3 Years
  -26.14%
5 Years     -
10 Years     -
1W High / 1W Low: 0.660 0.620
1M High / 1M Low: 0.660 0.420
6M High / 6M Low: 0.660 0.200
High (YTD): 2024-07-02 0.660
Low (YTD): 2024-01-05 0.170
52W High: 2024-07-02 0.660
52W Low: 2023-10-26 0.090
Avg. price 1W:   0.638
Avg. volume 1W:   300
Avg. price 1M:   0.523
Avg. volume 1M:   1,175
Avg. price 6M:   0.426
Avg. volume 6M:   617.197
Avg. price 1Y:   0.306
Avg. volume 1Y:   718.441
Volatility 1M:   108.27%
Volatility 6M:   118.91%
Volatility 1Y:   136.87%
Volatility 3Y:   138.95%