Soc. Generale Call 17 GOLD/  DE000SY0C7E1  /

EUWAX
15/08/2024  08:42:30 Chg.- Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
1.90EUR - -
Bid Size: -
-
Ask Size: -
Barrick Gold Corpora... 17.00 USD 16/08/2024 Call
 

Master data

WKN: SY0C7E
Issuer: Société Générale
Currency: EUR
Underlying: Barrick Gold Corporation
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 16/08/2024
Issue date: 15/05/2024
Last trading day: 15/08/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.70
Leverage: Yes

Calculated values

Fair value: 1.96
Intrinsic value: 1.96
Implied volatility: 1.51
Historic volatility: 0.29
Parity: 1.96
Time value: 0.04
Break-even: 17.44
Moneyness: 1.13
Premium: 0.00
Premium p.a.: 1.24
Spread abs.: 0.03
Spread %: 1.52%
Delta: 0.94
Theta: -0.08
Omega: 8.18
Rho: 0.00
 

Quote data

Open: 1.90
High: 1.90
Low: 1.90
Previous Close: 1.90
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+201.59%
1 Month  
+21.02%
3 Months  
+47.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.90 0.63
1M High / 1M Low: 2.24 0.39
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.35
Avg. volume 1W:   0.00
Avg. price 1M:   1.26
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   665.50%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -