Soc. Generale Call 15.5 GOLD 19.07.2024
/ DE000SY0W435
Soc. Generale Call 15.5 GOLD 19.0.../ DE000SY0W435 /
| 7/16/2024 10:19:35 AM |
Chg.+0.05 |
Bid10:00:34 PM |
Ask10:00:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
+1.93% |
-
Bid Size: - |
-
Ask Size: - |
Barrick Gold Corpora... |
15.50 USD |
7/19/2024 |
Call |
Master data
| WKN: |
SY0W43 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/27/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.62 |
| Implied volatility: |
1.25 |
| Historic volatility: |
0.28 |
| Parity: |
2.62 |
| Time value: |
0.06 |
| Break-even: |
16.90 |
| Moneyness: |
1.18 |
| Premium: |
0.00 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.03 |
| Spread %: |
1.13% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
5.91 |
| Rho: |
0.00 |
Quote data
| Open: |
2.62 |
| High: |
2.64 |
| Low: |
2.62 |
| Previous Close: |
2.59 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+52.60% |
| 1 Month |
|
|
+186.96% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.59 |
1.73 |
| 1M High / 1M Low: |
2.59 |
0.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
