Soc. Generale Call 200 AMZN 20.12.2024
/ DE000SD40K47
Soc. Generale Call 200 AMZN 20.12.../ DE000SD40K47 /
2024-07-31 9:35:34 AM |
Chg.-0.010 |
Bid2024-07-31 |
Ask2024-07-31 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
-5.26% |
0.180 Bid Size: 150,000 |
0.190 Ask Size: 150,000 |
Amazon.com Inc |
200.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SD40K4 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
200.00 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: |
18.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.25 |
Parity: |
-0.34 |
Time value: |
0.18 |
Break-even: |
193.92 |
Moneyness: |
0.91 |
Premium: |
0.15 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
5.88% |
Delta: |
0.39 |
Theta: |
-0.05 |
Omega: |
7.35 |
Rho: |
0.22 |
Quote data
Open: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.190 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-10.00% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-33.33% |
YTD |
|
|
+50.00% |
1 Year |
|
|
+63.64% |
3 Years |
|
|
-66.04% |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.200 |
0.180 |
1M High / 1M Low: |
0.380 |
0.180 |
6M High / 6M Low: |
0.380 |
0.120 |
High (YTD): |
2024-07-03 |
0.380 |
Low (YTD): |
2024-01-05 |
0.080 |
52W High: |
2024-07-03 |
0.380 |
52W Low: |
2023-10-26 |
0.043 |
Avg. price 1W: |
|
0.190 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.276 |
Avg. volume 1M: |
|
2,424.455 |
Avg. price 6M: |
|
0.240 |
Avg. volume 6M: |
|
1,025.260 |
Avg. price 1Y: |
|
0.169 |
Avg. volume 1Y: |
|
649.250 |
Volatility 1M: |
|
153.81% |
Volatility 6M: |
|
171.16% |
Volatility 1Y: |
|
163.85% |
Volatility 3Y: |
|
155.47% |