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Soc. Generale Call 240 AMG 20.09..../  DE000SQ8Z506  /

EUWAX
2024-08-02  10:15:24 AM Chg.+0.42 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
8.81EUR +5.01% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 240.00 - 2024-09-20 Call
 

Master data

WKN: SQ8Z50
Issuer: Société Générale
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-09-20
Issue date: 2023-02-13
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.58
Leverage: Yes

Calculated values

Fair value: 6.72
Intrinsic value: 6.61
Implied volatility: 1.13
Historic volatility: 0.22
Parity: 6.61
Time value: 1.94
Break-even: 325.50
Moneyness: 1.28
Premium: 0.06
Premium p.a.: 0.60
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.79
Theta: -0.39
Omega: 2.83
Rho: 0.21
 

Quote data

Open: 8.24
High: 8.81
Low: 8.24
Previous Close: 8.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.80%
1 Month  
+32.48%
3 Months  
+27.68%
YTD  
+64.37%
1 Year  
+371.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.81 8.39
1M High / 1M Low: 8.81 6.57
6M High / 6M Low: 8.81 3.16
High (YTD): 2024-08-02 8.81
Low (YTD): 2024-04-19 3.16
52W High: 2024-08-02 8.81
52W Low: 2023-08-03 1.87
Avg. price 1W:   8.60
Avg. volume 1W:   0.00
Avg. price 1M:   7.99
Avg. volume 1M:   0.00
Avg. price 6M:   5.78
Avg. volume 6M:   0.00
Avg. price 1Y:   5.24
Avg. volume 1Y:   0.00
Volatility 1M:   58.30%
Volatility 6M:   132.17%
Volatility 1Y:   119.69%
Volatility 3Y:   -