Soc. Generale Call 220 AMG 20.12.2024
/ DE000SV45315
Soc. Generale Call 220 AMG 20.12..../ DE000SV45315 /
| 10/28/2024 4:56:42 PM |
Chg.+0.040 |
Bid9:51:53 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.090EUR |
+0.44% |
-
Bid Size: - |
-
Ask Size: - |
AMGEN INC. DL-... |
220.00 - |
12/20/2024 |
Call |
Master data
| WKN: |
SV4531 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
AMGEN INC. DL-,0001 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
12/20/2024 |
| Issue date: |
5/9/2023 |
| Last trading day: |
10/29/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.25 |
| Intrinsic value: |
8.18 |
| Implied volatility: |
1.04 |
| Historic volatility: |
0.22 |
| Parity: |
8.18 |
| Time value: |
0.85 |
| Break-even: |
310.30 |
| Moneyness: |
1.37 |
| Premium: |
0.03 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.87 |
| Theta: |
-0.30 |
| Omega: |
2.90 |
| Rho: |
0.18 |
Quote data
| Open: |
9.180 |
| High: |
9.280 |
| Low: |
9.040 |
| Previous Close: |
9.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-9.37% |
| 3 Months |
|
|
-2.26% |
| YTD |
|
|
+27.67% |
| 1 Year |
|
|
+56.72% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
9.820 |
8.820 |
| 6M High / 6M Low: |
10.940 |
7.710 |
| High (YTD): |
7/24/2024 |
10.940 |
| Low (YTD): |
4/18/2024 |
5.110 |
| 52W High: |
7/24/2024 |
10.940 |
| 52W Low: |
4/18/2024 |
5.110 |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
9.286 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.454 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
8.127 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
48.46% |
| Volatility 6M: |
|
61.37% |
| Volatility 1Y: |
|
76.65% |
| Volatility 3Y: |
|
- |
