Soc. Generale Call 200 AMG 20.12.2024
/ DE000SV47584
Soc. Generale Call 200 AMG 20.12..../ DE000SV47584 /
| 10/28/2024 9:07:50 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.86EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
200.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
SV4758 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/11/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.42 |
| Intrinsic value: |
10.35 |
| Implied volatility: |
1.01 |
| Historic volatility: |
0.22 |
| Parity: |
10.35 |
| Time value: |
0.50 |
| Break-even: |
308.50 |
| Moneyness: |
1.52 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.92 |
| Theta: |
-0.20 |
| Omega: |
2.57 |
| Rho: |
0.19 |
Quote data
| Open: |
10.86 |
| High: |
10.86 |
| Low: |
10.86 |
| Previous Close: |
10.68 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+1.97% |
| 3 Months |
|
|
-5.15% |
| YTD |
|
|
+26.43% |
| 1 Year |
|
|
+55.14% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
11.84 |
10.65 |
| 6M High / 6M Low: |
12.60 |
9.16 |
| High (YTD): |
7/25/2024 |
12.60 |
| Low (YTD): |
4/19/2024 |
6.44 |
| 52W High: |
7/25/2024 |
12.60 |
| 52W Low: |
4/19/2024 |
6.44 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
11.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.05 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
9.66 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
50.98% |
| Volatility 6M: |
|
51.29% |
| Volatility 1Y: |
|
66.18% |
| Volatility 3Y: |
|
- |
