Soc. Generale Call 16 GOLD 16.01.2026
/ DE000SW8QLZ4
Soc. Generale Call 16 GOLD 16.01..../ DE000SW8QLZ4 /
9/27/2024 2:24:23 PM |
Chg.-0.130 |
Bid2:49:59 PM |
Ask2:49:59 PM |
Underlying |
Strike price |
Expiration date |
Option type |
5.680EUR |
-2.24% |
5.710 Bid Size: 2,000 |
5.760 Ask Size: 2,000 |
Barrick Gold Corpora... |
16.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
SW8QLZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
4/8/2024 |
Last trading day: |
1/15/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
5.58 |
Intrinsic value: |
4.48 |
Implied volatility: |
0.33 |
Historic volatility: |
0.29 |
Parity: |
4.48 |
Time value: |
1.30 |
Break-even: |
20.10 |
Moneyness: |
1.31 |
Premium: |
0.07 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.01 |
Spread %: |
0.17% |
Delta: |
0.85 |
Theta: |
0.00 |
Omega: |
2.75 |
Rho: |
0.13 |
Quote data
Open: |
5.700 |
High: |
5.700 |
Low: |
5.620 |
Previous Close: |
5.810 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+7.78% |
1 Month |
|
|
+4.22% |
3 Months |
|
|
+66.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.810 |
5.160 |
1M High / 1M Low: |
5.810 |
4.490 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
5.452 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
5.214 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
79.38% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |