Soc. Generale Call 190 AMGN 21.06.2024
/ DE000SV6N8G1
Soc. Generale Call 190 AMGN 21.06.../ DE000SV6N8G1 /
| 2024-05-23 2:43:13 PM |
Chg.-0.140 |
Bid2:58:42 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.050EUR |
-1.25% |
11.040
Bid Size: 2,000 |
-
Ask Size: - |
Amgen Inc |
190.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SV6N8G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
190.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-05-23 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.08 |
| Intrinsic value: |
11.03 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.23 |
| Parity: |
11.03 |
| Time value: |
0.07 |
| Break-even: |
286.52 |
| Moneyness: |
1.63 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.04 |
| Omega: |
2.56 |
| Rho: |
0.14 |
Quote data
| Open: |
10.920 |
| High: |
11.050 |
| Low: |
10.890 |
| Previous Close: |
11.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.49% |
| 1 Month |
|
|
+40.41% |
| 3 Months |
|
|
+17.18% |
| YTD |
|
|
+21.83% |
| 1 Year |
|
|
+151.71% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
11.570 |
11.190 |
| 1M High / 1M Low: |
11.970 |
7.490 |
| 6M High / 6M Low: |
12.470 |
6.950 |
| High (YTD): |
2024-02-02 |
12.470 |
| Low (YTD): |
2024-04-18 |
6.950 |
| 52W High: |
2024-02-02 |
12.470 |
| 52W Low: |
2023-06-01 |
3.530 |
| Avg. price 1W: |
|
11.410 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
10.073 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
9.095 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
7.608 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
142.13% |
| Volatility 6M: |
|
76.01% |
| Volatility 1Y: |
|
77.91% |
| Volatility 3Y: |
|
- |
