Soc. Generale Call 15 ABR 16.08.2024
/ DE000SY1SZT6
Soc. Generale Call 15 ABR 16.08.2.../ DE000SY1SZT6 /
| 8/12/2024 10:07:33 AM |
Chg.- |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.42EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BARRICK GOLD CORP. |
15.00 - |
8/16/2024 |
Call |
Master data
| WKN: |
SY1SZT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
BARRICK GOLD CORP. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 - |
| Maturity: |
8/16/2024 |
| Issue date: |
6/14/2024 |
| Last trading day: |
8/13/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
3.93 |
| Historic volatility: |
0.29 |
| Parity: |
2.40 |
| Time value: |
0.91 |
| Break-even: |
18.31 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
-0.35 |
| Spread %: |
-9.56% |
| Delta: |
0.74 |
| Theta: |
-0.41 |
| Omega: |
3.91 |
| Rho: |
0.00 |
Quote data
| Open: |
2.42 |
| High: |
2.42 |
| Low: |
2.42 |
| Previous Close: |
2.14 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.70% |
| 1 Month |
|
|
-23.66% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.42 |
1.72 |
| 1M High / 1M Low: |
4.01 |
1.72 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
243.84% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
