Soc. Generale Call 15 GOLD 16.01.2026
/ DE000SW8QUA8
Soc. Generale Call 15 GOLD 16.01..../ DE000SW8QUA8 /
16/08/2024 09:27:52 |
Chg.-0.11 |
Bid22:00:36 |
Ask22:00:36 |
Underlying |
Strike price |
Expiration date |
Option type |
5.16EUR |
-2.09% |
- Bid Size: - |
- Ask Size: - |
Barrick Gold Corpora... |
15.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SW8QUA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
08/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.31 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.96 |
Intrinsic value: |
3.69 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
3.69 |
Time value: |
1.55 |
Break-even: |
18.91 |
Moneyness: |
1.27 |
Premium: |
0.09 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.38% |
Delta: |
0.82 |
Theta: |
0.00 |
Omega: |
2.71 |
Rho: |
0.13 |
Quote data
Open: |
5.16 |
High: |
5.16 |
Low: |
5.16 |
Previous Close: |
5.27 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.36% |
1 Month |
|
|
+7.50% |
3 Months |
|
|
+21.70% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.27 |
4.02 |
1M High / 1M Low: |
5.44 |
3.68 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.58 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
127.47% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |