Soc. Generale Call 16 GOLD 16.01.2026
/ DE000SW8QLZ4
Soc. Generale Call 16 GOLD 16.01..../ DE000SW8QLZ4 /
| 7/17/2024 8:26:33 PM |
Chg.-0.220 |
Bid8:37:50 PM |
Ask8:37:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.660EUR |
-4.51% |
4.670
Bid Size: 15,000 |
4.690
Ask Size: 15,000 |
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: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.52 |
| Intrinsic value: |
2.98 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.28 |
| Parity: |
2.98 |
| Time value: |
1.93 |
| Break-even: |
19.59 |
| Moneyness: |
1.20 |
| Premium: |
0.11 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
0.78 |
| Theta: |
0.00 |
| Omega: |
2.81 |
| Rho: |
0.13 |
Quote data
| Open: |
4.800 |
| High: |
4.930 |
| Low: |
4.660 |
| Previous Close: |
4.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.49% |
| 1 Month |
|
|
+55.33% |
| 3 Months |
|
|
+33.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.880 |
3.900 |
| 1M High / 1M Low: |
4.880 |
3.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.304 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.590 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.27% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
