Soc. Generale Put 250 AMGN 20.09.2024
/ DE000SW38XM8
Soc. Generale Put 250 AMGN 20.09..../ DE000SW38XM8 /
2024-07-30 9:47:07 AM |
Chg.-0.014 |
Bid10:45:23 AM |
Ask10:45:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.049EUR |
-22.22% |
0.053 Bid Size: 10,000 |
0.079 Ask Size: 10,000 |
Amgen Inc |
250.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SW38XM |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
250.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-10-03 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-426.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.44 |
Historic volatility: |
0.22 |
Parity: |
-7.63 |
Time value: |
0.07 |
Break-even: |
230.35 |
Moneyness: |
0.75 |
Premium: |
0.25 |
Premium p.a.: |
3.80 |
Spread abs.: |
0.01 |
Spread %: |
16.13% |
Delta: |
-0.03 |
Theta: |
-0.04 |
Omega: |
-14.38 |
Rho: |
-0.02 |
Quote data
Open: |
0.051 |
High: |
0.051 |
Low: |
0.049 |
Previous Close: |
0.063 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-30.99% |
1 Month |
|
|
-51.00% |
3 Months |
|
|
-94.56% |
YTD |
|
|
-94.37% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.078 |
0.063 |
1M High / 1M Low: |
0.120 |
0.054 |
6M High / 6M Low: |
1.280 |
0.054 |
High (YTD): |
2024-04-18 |
1.280 |
Low (YTD): |
2024-07-16 |
0.054 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.081 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.515 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
149.82% |
Volatility 6M: |
|
187.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |