Soc. Generale Put 350 AMGN 21.03.2025
/ DE000SY0NRH1
Soc. Generale Put 350 AMGN 21.03..../ DE000SY0NRH1 /
| 11/15/2024 9:51:31 PM |
Chg.+1.000 |
Bid9:59:51 PM |
Ask11/15/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.810EUR |
+17.21% |
6.750
Bid Size: 1,000 |
-
Ask Size: - |
Amgen Inc |
350.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SY0NRH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
350.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
5/21/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.31 |
| Intrinsic value: |
6.31 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.23 |
| Parity: |
6.31 |
| Time value: |
0.41 |
| Break-even: |
265.25 |
| Moneyness: |
1.23 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
-0.77 |
| Theta: |
-0.05 |
| Omega: |
-3.08 |
| Rho: |
-0.94 |
Quote data
| Open: |
5.610 |
| High: |
6.950 |
| Low: |
5.550 |
| Previous Close: |
5.810 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+99.71% |
| 1 Month |
|
|
+71.97% |
| 3 Months |
|
|
+74.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
6.810 |
3.670 |
| 1M High / 1M Low: |
6.810 |
3.410 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.340 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.305 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
176.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
