Soc. Generale Put 300 AMGN 20.09.2024
/ DE000SW38XN6
Soc. Generale Put 300 AMGN 20.09..../ DE000SW38XN6 /
06/09/2024 21:47:21 |
Chg.+0.015 |
Bid08:09:00 |
Ask08:09:00 |
Underlying |
Strike price |
Expiration date |
Option type |
0.100EUR |
+17.65% |
0.069 Bid Size: 10,000 |
0.120 Ask Size: 10,000 |
Amgen Inc |
300.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SW38XN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
300.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
03/10/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-222.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.34 |
Historic volatility: |
0.22 |
Parity: |
-1.85 |
Time value: |
0.13 |
Break-even: |
269.33 |
Moneyness: |
0.94 |
Premium: |
0.07 |
Premium p.a.: |
5.45 |
Spread abs.: |
0.01 |
Spread %: |
8.33% |
Delta: |
-0.14 |
Theta: |
-0.15 |
Omega: |
-30.30 |
Rho: |
-0.01 |
Quote data
Open: |
0.044 |
High: |
0.110 |
Low: |
0.044 |
Previous Close: |
0.085 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+88.68% |
1 Month |
|
|
-73.68% |
3 Months |
|
|
-90.83% |
YTD |
|
|
-96.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.053 |
1M High / 1M Low: |
0.390 |
0.041 |
6M High / 6M Low: |
3.980 |
0.041 |
High (YTD): |
18/04/2024 |
3.980 |
Low (YTD): |
30/08/2024 |
0.041 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.069 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.153 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.419 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
416.32% |
Volatility 6M: |
|
250.38% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |