Soc. Generale Call 16 GOLD 16.01.2026
/ DE000SW8QLZ4
Soc. Generale Call 16 GOLD 16.01..../ DE000SW8QLZ4 /
16/08/2024 21:36:34 |
Chg.+0.430 |
Bid21:58:06 |
Ask21:58:06 |
Underlying |
Strike price |
Expiration date |
Option type |
5.100EUR |
+9.21% |
5.110 Bid Size: 2,000 |
5.130 Ask Size: 2,000 |
Barrick Gold Corpora... |
16.00 USD |
16/01/2026 |
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: |
16/01/2026 |
Issue date: |
08/04/2024 |
Last trading day: |
15/01/2026 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
4.80 |
Intrinsic value: |
3.36 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
3.36 |
Time value: |
1.77 |
Break-even: |
19.64 |
Moneyness: |
1.23 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.02 |
Spread %: |
0.39% |
Delta: |
0.80 |
Theta: |
0.00 |
Omega: |
2.78 |
Rho: |
0.13 |
Quote data
Open: |
4.650 |
High: |
5.110 |
Low: |
4.540 |
Previous Close: |
4.670 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+43.26% |
1 Month |
|
|
+9.91% |
3 Months |
|
|
+27.50% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.100 |
4.550 |
1M High / 1M Low: |
5.100 |
3.280 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.736 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.140 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
131.80% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |