Soc. Generale Call 15 GOLD 16.08.2024
/ DE000SY1SZT6
Soc. Generale Call 15 GOLD 16.08..../ DE000SY1SZT6 /
| 7/16/2024 9:59:14 AM |
Chg.-0.01 |
Bid3:03:08 PM |
Ask3:03:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.16EUR |
-0.32% |
3.13
Bid Size: 2,000 |
3.30
Ask Size: 2,000 |
Barrick Gold Corpora... |
15.00 USD |
8/16/2024 |
Call |
Master data
| WKN: |
SY1SZT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Barrick Gold Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
8/16/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
8/15/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
3.08 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.28 |
| Parity: |
3.08 |
| Time value: |
0.17 |
| Break-even: |
17.01 |
| Moneyness: |
1.22 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.03 |
| Spread %: |
0.93% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.71 |
| Rho: |
0.01 |
Quote data
| Open: |
3.16 |
| High: |
3.16 |
| Low: |
3.16 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+34.47% |
| 1 Month |
|
|
+117.93% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.17 |
2.35 |
| 1M High / 1M Low: |
3.17 |
1.43 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
