Soc. Generale Call 83 AMZN 17.01.2025
/ DE000SQ6GWU5
Soc. Generale Call 83 AMZN 17.01..../ DE000SQ6GWU5 /
02/09/2024 09:21:35 |
Chg.+0.37 |
Bid15:11:43 |
Ask15:11:43 |
Underlying |
Strike price |
Expiration date |
Option type |
8.68EUR |
+4.45% |
8.75 Bid Size: 15,000 |
- Ask Size: - |
Amazon.com Inc |
83.00 USD |
17/01/2025 |
Call |
Master data
WKN: |
SQ6GWU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
83.00 USD |
Maturity: |
17/01/2025 |
Issue date: |
16/12/2022 |
Last trading day: |
16/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.83 |
Leverage: |
Yes |
Calculated values
Fair value: |
8.75 |
Intrinsic value: |
8.65 |
Implied volatility: |
0.70 |
Historic volatility: |
0.25 |
Parity: |
8.65 |
Time value: |
0.16 |
Break-even: |
163.25 |
Moneyness: |
2.15 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
1.80 |
Rho: |
0.26 |
Quote data
Open: |
8.68 |
High: |
8.68 |
Low: |
8.68 |
Previous Close: |
8.31 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.58% |
1 Month |
|
|
+5.60% |
3 Months |
|
|
-4.93% |
YTD |
|
|
+26.53% |
1 Year |
|
|
+46.87% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.63 |
8.15 |
1M High / 1M Low: |
8.93 |
7.39 |
6M High / 6M Low: |
11.21 |
7.39 |
High (YTD): |
03/07/2024 |
11.21 |
Low (YTD): |
05/01/2024 |
6.26 |
52W High: |
03/07/2024 |
11.21 |
52W Low: |
26/10/2023 |
4.43 |
Avg. price 1W: |
|
8.38 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
8.27 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
9.46 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
8.03 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
55.46% |
Volatility 6M: |
|
51.04% |
Volatility 1Y: |
|
52.90% |
Volatility 3Y: |
|
- |