Soc. Generale Call 15.5 GOLD 16.08.2024
/ DE000SY1SZU4
Soc. Generale Call 15.5 GOLD 16.0.../ DE000SY1SZU4 /
| 16/07/2024 09:59:14 |
Chg.-0.01 |
Bid17:16:43 |
Ask17:16:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.73EUR |
-0.36% |
3.24
Bid Size: 15,000 |
3.27
Ask Size: 15,000 |
Barrick Gold Corpora... |
15.50 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY1SZU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.28 |
| Parity: |
2.62 |
| Time value: |
0.19 |
| Break-even: |
17.03 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.03 |
| Spread %: |
1.08% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
5.34 |
| Rho: |
0.01 |
Quote data
| Open: |
2.73 |
| High: |
2.73 |
| Low: |
2.73 |
| Previous Close: |
2.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.00% |
| 1 Month |
|
|
+137.39% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.74 |
1.95 |
| 1M High / 1M Low: |
2.74 |
1.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.32 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.98% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
