Soc. Generale Call 350 AMGN 20.12.2024
/ DE000SW3VVX9
Soc. Generale Call 350 AMGN 20.12.../ DE000SW3VVX9 /
| 2024-07-09 6:16:11 PM |
Chg.-0.020 |
Bid7:13:22 PM |
Ask7:13:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.110EUR |
-1.77% |
1.170
Bid Size: 100,000 |
1.190
Ask Size: 100,000 |
Amgen Inc |
350.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW3VVX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
350.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-09-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
25.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.22 |
| Parity: |
-3.56 |
| Time value: |
1.15 |
| Break-even: |
334.66 |
| Moneyness: |
0.89 |
| Premium: |
0.16 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.02 |
| Spread %: |
1.77% |
| Delta: |
0.34 |
| Theta: |
-0.07 |
| Omega: |
8.49 |
| Rho: |
0.39 |
Quote data
| Open: |
1.100 |
| High: |
1.160 |
| Low: |
1.060 |
| Previous Close: |
1.130 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.77% |
| 1 Month |
|
|
+15.63% |
| 3 Months |
|
|
+152.27% |
| YTD |
|
|
+20.65% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.130 |
1.040 |
| 1M High / 1M Low: |
1.430 |
0.710 |
| 6M High / 6M Low: |
2.070 |
0.370 |
| High (YTD): |
2024-02-05 |
2.070 |
| Low (YTD): |
2024-04-18 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.094 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.036 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.928 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.93% |
| Volatility 6M: |
|
284.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
