Soc. Generale Call 200 AMG 17.01.2025
/ DE000SV1KSN4
Soc. Generale Call 200 AMG 17.01..../ DE000SV1KSN4 /
| 10/28/2024 8:12:43 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.02EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
200.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
SV1KSN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
2/28/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.29 |
| Intrinsic value: |
10.18 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.22 |
| Parity: |
10.18 |
| Time value: |
0.67 |
| Break-even: |
308.50 |
| Moneyness: |
1.51 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.15 |
| Omega: |
2.52 |
| Rho: |
0.30 |
Quote data
| Open: |
11.02 |
| High: |
11.02 |
| Low: |
11.02 |
| Previous Close: |
10.74 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-0.36% |
| 3 Months |
|
|
-0.45% |
| YTD |
|
|
+27.55% |
| 1 Year |
|
|
+53.27% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.82 |
10.68 |
| 6M High / 6M Low: |
12.64 |
9.16 |
| High (YTD): |
7/23/2024 |
12.64 |
| Low (YTD): |
4/19/2024 |
6.49 |
| 52W High: |
7/23/2024 |
12.64 |
| 52W Low: |
4/19/2024 |
6.49 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.73 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
40.71% |
| Volatility 6M: |
|
51.50% |
| Volatility 1Y: |
|
67.39% |
| Volatility 3Y: |
|
- |
