Soc. Generale Call 460 GS 20.09.2024
/ DE000SU6C297
Soc. Generale Call 460 GS 20.09.2.../ DE000SU6C297 /
| 2024-07-05 9:43:12 PM |
Chg.-0.370 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.120EUR |
-14.86% |
2.170
Bid Size: 1,400 |
2.200
Ask Size: 1,400 |
Goldman Sachs Group ... |
460.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU6C29 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-28 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
0.44 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.19 |
| Parity: |
0.44 |
| Time value: |
1.73 |
| Break-even: |
446.08 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.03 |
| Spread %: |
1.40% |
| Delta: |
0.59 |
| Theta: |
-0.14 |
| Omega: |
11.62 |
| Rho: |
0.48 |
Quote data
| Open: |
2.410 |
| High: |
2.440 |
| Low: |
1.990 |
| Previous Close: |
2.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.06% |
| 1 Month |
|
|
+6.53% |
| 3 Months |
|
|
+120.83% |
| YTD |
|
|
+146.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.490 |
2.120 |
| 1M High / 1M Low: |
2.490 |
1.410 |
| 6M High / 6M Low: |
2.920 |
0.410 |
| High (YTD): |
2024-05-21 |
2.920 |
| Low (YTD): |
2024-01-26 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.290 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.920 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
257.75% |
| Volatility 6M: |
|
233.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
