OverviewChartNewsTraderScreen

Soc. Generale Call 200 AMGN 20.12.../  DE000SV47584  /

Frankfurt Zert./SG
23/05/2024  12:12:42 Chg.-0.340 Bid12:17:05 Ask- Underlying Strike price Expiration date Option type
10.400EUR -3.17% 10.400
Bid Size: 2,000		 -
Ask Size: -		 Amgen Inc 200.00 USD 20/12/2024 Call
 

Master data

WKN: SV4758
Issuer: Société Générale
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 20/12/2024
Issue date: 11/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.71
Leverage: Yes

Calculated values

Fair value: 10.51
Intrinsic value: 10.11
Implied volatility: 0.29
Historic volatility: 0.23
Parity: 10.11
Time value: 0.43
Break-even: 290.15
Moneyness: 1.55
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.99
Theta: -0.02
Omega: 2.67
Rho: 1.02
 

Quote data

Open: 10.380
High: 10.430
Low: 10.350
Previous Close: 10.740
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -5.54%
1 Month  
+40.73%
3 Months  
+17.38%
YTD  
+21.07%
1 Year  
+157.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.010 10.740
1M High / 1M Low: 11.290 7.040
6M High / 6M Low: 11.840 6.640
High (YTD): 02/02/2024 11.840
Low (YTD): 18/04/2024 6.640
52W High: 02/02/2024 11.840
52W Low: 01/06/2023 3.260
Avg. price 1W:   10.856
Avg. volume 1W:   0.000
Avg. price 1M:   9.516
Avg. volume 1M:   0.000
Avg. price 6M:   8.600
Avg. volume 6M:   0.000
Avg. price 1Y:   7.212
Avg. volume 1Y:   0.000
Volatility 1M:   132.24%
Volatility 6M:   73.18%
Volatility 1Y:   75.50%
Volatility 3Y:   -