Soc. Generale Call 300 AMGN 20.09.2024
/ DE000SQ8Z530
Soc. Generale Call 300 AMGN 20.09.../ DE000SQ8Z530 /
| 09/09/2024 09:38:56 |
Chg.-0.23 |
Bid17:58:23 |
Ask17:58:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
-10.65% |
2.45
Bid Size: 35,000 |
-
Ask Size: - |
Amgen Inc |
300.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SQ8Z53 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
13/02/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.90 |
| Intrinsic value: |
1.85 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.22 |
| Parity: |
1.85 |
| Time value: |
0.14 |
| Break-even: |
290.49 |
| Moneyness: |
1.07 |
| Premium: |
0.00 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
2.05% |
| Delta: |
0.88 |
| Theta: |
-0.18 |
| Omega: |
12.75 |
| Rho: |
0.07 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
2.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.28% |
| 1 Month |
|
|
-30.32% |
| 3 Months |
|
|
+4.89% |
| YTD |
|
|
+2.66% |
| 1 Year |
|
|
+89.22% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.85 |
2.16 |
| 1M High / 1M Low: |
2.88 |
2.12 |
| 6M High / 6M Low: |
3.70 |
0.67 |
| High (YTD): |
02/02/2024 |
3.79 |
| Low (YTD): |
19/04/2024 |
0.67 |
| 52W High: |
02/02/2024 |
3.79 |
| 52W Low: |
19/04/2024 |
0.67 |
| Avg. price 1W: |
|
2.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.54 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.88 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
174.58% |
| Volatility 6M: |
|
328.22% |
| Volatility 1Y: |
|
257.51% |
| Volatility 3Y: |
|
- |
