Soc. Generale Call 14.5 GOLD 16.08.2024
/ DE000SY1Z4D2
Soc. Generale Call 14.5 GOLD 16.0.../ DE000SY1Z4D2 /
| 7/16/2024 8:32:35 AM |
Chg.0.00 |
Bid9:16:16 PM |
Ask9:16:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
0.00% |
4.39
Bid Size: 15,000 |
4.42
Ask Size: 15,000 |
Barrick Gold Corpora... |
14.50 USD |
8/16/2024 |
Call |
Master data
| WKN: |
SY1Z4D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.50 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/19/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
3.54 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.28 |
| Parity: |
3.54 |
| Time value: |
0.15 |
| Break-even: |
16.99 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.03 |
| Spread %: |
0.82% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
4.22 |
| Rho: |
0.01 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
3.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.47% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.64 |
2.79 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
