Soc. Generale Call 16.5 ABR 16.08.../  DE000SY1SZV2  /

EUWAX
12/08/2024  10:07:33 Chg.- Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
1.14EUR - -
Bid Size: -
-
Ask Size: -
BARRICK GOLD CORP. 16.50 - 16/08/2024 Call
 

Master data

WKN: SY1SZV
Issuer: Société Générale
Currency: EUR
Underlying: BARRICK GOLD CORP.
Type: Warrant
Option type: Call
Strike price: 16.50 -
Maturity: 16/08/2024
Issue date: 14/06/2024
Last trading day: 13/08/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.92
Leverage: Yes

Calculated values

Fair value: 0.90
Intrinsic value: 0.90
Implied volatility: 2.91
Historic volatility: 0.29
Parity: 0.90
Time value: 1.05
Break-even: 18.45
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: -0.34
Spread %: -14.85%
Delta: 0.64
Theta: -0.35
Omega: 5.70
Rho: 0.00
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 0.95
Turnover: 0.00
Market phase: SU
 
  All quotes in EUR

Performance

1 Week  
+75.38%
1 Month
  -41.24%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.14 0.65
1M High / 1M Low: 2.70 0.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.91
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   375.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -