Soc. Generale Call 210 AMGN 20.09.2024
/ DE000SW1YQ36
Soc. Generale Call 210 AMGN 20.09.../ DE000SW1YQ36 /
| 2024-05-23 12:10:34 PM |
Chg.-0.280 |
Bid12:19:40 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 9.310EUR |
-2.92% |
9.310
Bid Size: 2,000 |
-
Ask Size: - |
Amgen Inc |
210.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YQ3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
210.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
9.42 |
| Intrinsic value: |
9.18 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.23 |
| Parity: |
9.18 |
| Time value: |
0.25 |
| Break-even: |
288.29 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
1.00 |
| Theta: |
-0.02 |
| Omega: |
3.02 |
| Rho: |
0.63 |
Quote data
| Open: |
9.240 |
| High: |
9.310 |
| Low: |
9.160 |
| Previous Close: |
9.590 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.15% |
| 1 Month |
|
|
+48.01% |
| 3 Months |
|
|
+18.90% |
| YTD |
|
|
+22.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.930 |
9.590 |
| 1M High / 1M Low: |
10.180 |
5.960 |
| 6M High / 6M Low: |
10.830 |
5.540 |
| High (YTD): |
2024-02-02 |
10.830 |
| Low (YTD): |
2024-04-18 |
5.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.766 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
8.410 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
7.553 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
163.33% |
| Volatility 6M: |
|
87.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
