Soc. Generale Call 16 GOLD 16.01.2026
/ DE000SW8QLZ4
Soc. Generale Call 16 GOLD 16.01..../ DE000SW8QLZ4 /
| 7/18/2024 11:06:46 AM |
Chg.-0.020 |
Bid11:27:10 AM |
Ask11:27:10 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.620EUR |
-0.43% |
4.610
Bid Size: 2,000 |
4.680
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: |
3.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.22 |
| Intrinsic value: |
2.63 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
2.63 |
| Time value: |
1.98 |
| Break-even: |
19.23 |
| Moneyness: |
1.18 |
| Premium: |
0.11 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.02 |
| Spread %: |
0.44% |
| Delta: |
0.77 |
| Theta: |
0.00 |
| Omega: |
2.88 |
| Rho: |
0.13 |
Quote data
| Open: |
4.670 |
| High: |
4.670 |
| Low: |
4.620 |
| Previous Close: |
4.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.96% |
| 1 Month |
|
|
+44.38% |
| 3 Months |
|
|
+25.54% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.880 |
4.090 |
| 1M High / 1M Low: |
4.880 |
3.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.452 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.665 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
