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Soc. Generale Call 290 AMGN 21.06.../  DE000SQ3S4U9  /

EUWAX
2024-06-03  10:02:37 AM Chg.+0.33 Bid10:19:22 AM Ask10:19:22 AM Underlying Strike price Expiration date Option type
1.63EUR +25.38% 1.66
Bid Size: 2,000		 1.77
Ask Size: 2,000		 Amgen Inc 290.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3S4U
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 290.00 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: 16.29
Leverage: Yes

Calculated values

Fair value: 1.60
Intrinsic value: 1.46
Implied volatility: 0.31
Historic volatility: 0.22
Parity: 1.46
Time value: 0.27
Break-even: 284.52
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.03
Spread %: 1.76%
Delta: 0.80
Theta: -0.17
Omega: 13.04
Rho: 0.10
 

Quote data

Open: 1.63
High: 1.63
Low: 1.63
Previous Close: 1.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.24%
1 Month
  -36.58%
3 Months  
+50.93%
YTD
  -7.91%
1 Year  
+409.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.63 0.89
1M High / 1M Low: 2.75 0.89
6M High / 6M Low: 3.94 0.34
High (YTD): 2024-02-01 3.94
Low (YTD): 2024-04-19 0.34
52W High: 2024-02-01 3.94
52W Low: 2023-07-07 0.26
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   1.91
Avg. volume 1M:   0.00
Avg. price 6M:   1.59
Avg. volume 6M:   96.77
Avg. price 1Y:   1.26
Avg. volume 1Y:   47.24
Volatility 1M:   349.70%
Volatility 6M:   491.85%
Volatility 1Y:   374.28%
Volatility 3Y:   -