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Soc. Generale Call 320 AMGN 21.06.../  DE000SQ3S4X3  /

EUWAX
2024-06-06  8:54:24 AM Chg.-0.030 Bid3:33:39 PM Ask3:33:39 PM Underlying Strike price Expiration date Option type
0.150EUR -16.67% 0.140
Bid Size: 60,000		 0.150
Ask Size: 60,000		 Amgen Inc 320.00 USD 2024-06-21 Call
 

Master data

WKN: SQ3S4X
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 320.00 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: 157.04
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -1.16
Time value: 0.18
Break-even: 296.08
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 2.09
Spread abs.: 0.01
Spread %: 5.88%
Delta: 0.23
Theta: -0.15
Omega: 35.52
Rho: 0.03
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+141.94%
1 Month
  -79.17%
3 Months
  -50.00%
YTD
  -79.73%
1 Year  
+7.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.062
1M High / 1M Low: 0.740 0.062
6M High / 6M Low: 2.070 0.062
High (YTD): 2024-02-01 2.070
Low (YTD): 2024-05-30 0.062
52W High: 2024-02-01 2.070
52W Low: 2024-05-30 0.062
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.338
Avg. volume 1M:   0.000
Avg. price 6M:   0.584
Avg. volume 6M:   0.000
Avg. price 1Y:   0.498
Avg. volume 1Y:   0.000
Volatility 1M:   767.18%
Volatility 6M:   944.27%
Volatility 1Y:   686.02%
Volatility 3Y:   -