Soc. Generale Call 17 GOLD 16.01.2026
/ DE000SW8QL00
Soc. Generale Call 17 GOLD 16.01..../ DE000SW8QL00 /
8/16/2024 11:40:48 AM |
Chg.-0.150 |
Bid9:58:07 PM |
Ask9:58:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
4.080EUR |
-3.55% |
4.570 Bid Size: 2,000 |
4.590 Ask Size: 2,000 |
Barrick Gold Corpora... |
17.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
SW8QL0 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Barrick Gold Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 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: |
4.17 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.78 |
Intrinsic value: |
1.87 |
Implied volatility: |
0.35 |
Historic volatility: |
0.29 |
Parity: |
1.87 |
Time value: |
2.29 |
Break-even: |
19.65 |
Moneyness: |
1.12 |
Premium: |
0.13 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.02 |
Spread %: |
0.48% |
Delta: |
0.73 |
Theta: |
0.00 |
Omega: |
3.04 |
Rho: |
0.12 |
Quote data
Open: |
4.080 |
High: |
4.080 |
Low: |
4.080 |
Previous Close: |
4.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+30.77% |
1 Month |
|
|
-0.97% |
3 Months |
|
|
+15.91% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.230 |
4.040 |
1M High / 1M Low: |
4.230 |
2.870 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.116 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.636 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
133.52% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |