Soc. Generale Call 95 AMZN 20.12.2024
/ DE000SV4YVD4
Soc. Generale Call 95 AMZN 20.12..../ DE000SV4YVD4 /
9/2/2024 8:24:26 AM |
Chg.+0.43 |
Bid12:41:39 PM |
Ask12:41:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.67EUR |
+5.94% |
7.66 Bid Size: 15,000 |
- Ask Size: - |
Amazon.com Inc |
95.00 USD |
12/20/2024 |
Call |
Master data
WKN: |
SV4YVD |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amazon.com Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 USD |
Maturity: |
12/20/2024 |
Issue date: |
5/3/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.10 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.65 |
Intrinsic value: |
7.56 |
Implied volatility: |
0.65 |
Historic volatility: |
0.25 |
Parity: |
7.56 |
Time value: |
0.15 |
Break-even: |
163.11 |
Moneyness: |
1.88 |
Premium: |
0.01 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
2.05 |
Rho: |
0.24 |
Quote data
Open: |
7.67 |
High: |
7.67 |
Low: |
7.67 |
Previous Close: |
7.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.46% |
1 Month |
|
|
+8.49% |
3 Months |
|
|
-3.40% |
YTD |
|
|
+30.44% |
1 Year |
|
|
+52.79% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
7.56 |
6.97 |
1M High / 1M Low: |
7.94 |
6.35 |
6M High / 6M Low: |
10.08 |
6.35 |
High (YTD): |
7/3/2024 |
10.08 |
Low (YTD): |
1/5/2024 |
5.25 |
52W High: |
7/3/2024 |
10.08 |
52W Low: |
10/26/2023 |
3.53 |
Avg. price 1W: |
|
7.27 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
7.16 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
8.36 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
6.99 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
71.96% |
Volatility 6M: |
|
58.35% |
Volatility 1Y: |
|
61.65% |
Volatility 3Y: |
|
- |