Soc. Generale Call 250 AMGN 21.06.2024
/ DE000SQ3S4Q7
Soc. Generale Call 250 AMGN 21.06.../ DE000SQ3S4Q7 /
2024-06-03 8:53:19 AM |
Chg.+0.17 |
Bid12:26:04 PM |
Ask12:26:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.07EUR |
+3.47% |
5.18 Bid Size: 2,000 |
- Ask Size: - |
Amgen Inc |
250.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SQ3S4Q |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Amgen Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
250.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-11-03 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.19 |
Intrinsic value: |
5.15 |
Implied volatility: |
0.49 |
Historic volatility: |
0.22 |
Parity: |
5.15 |
Time value: |
0.07 |
Break-even: |
282.56 |
Moneyness: |
1.22 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.97 |
Theta: |
-0.07 |
Omega: |
5.26 |
Rho: |
0.11 |
Quote data
Open: |
5.07 |
High: |
5.07 |
Low: |
5.07 |
Previous Close: |
4.90 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+1.20% |
1 Month |
|
|
-9.30% |
3 Months |
|
|
+77.27% |
YTD |
|
|
+19.86% |
1 Year |
|
|
+422.68% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.05 |
4.12 |
1M High / 1M Low: |
6.20 |
4.12 |
6M High / 6M Low: |
7.10 |
1.85 |
High (YTD): |
2024-02-01 |
7.10 |
Low (YTD): |
2024-04-19 |
1.85 |
52W High: |
2024-02-01 |
7.10 |
52W Low: |
2023-07-07 |
0.88 |
Avg. price 1W: |
|
4.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.13 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.27 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
144.07% |
Volatility 6M: |
|
184.09% |
Volatility 1Y: |
|
163.84% |
Volatility 3Y: |
|
- |