Soc. Generale Call 500 GS 20.03.2.../  DE000SY7A6E8  /

EUWAX
10/8/2024  8:56:56 AM Chg.+0.07 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
6.19EUR +1.14% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 500.00 USD 3/20/2026 Call
 

Master data

WKN: SY7A6E
Issuer: Société Générale
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 3/20/2026
Issue date: 8/15/2024
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.12
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -0.49
Time value: 6.33
Break-even: 518.91
Moneyness: 0.99
Premium: 0.15
Premium p.a.: 0.10
Spread abs.: 0.05
Spread %: 0.80%
Delta: 0.61
Theta: -0.07
Omega: 4.33
Rho: 3.05
 

Quote data

Open: 6.19
High: 6.19
Low: 6.19
Previous Close: 6.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.51%
1 Month  
+8.03%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.12 5.55
1M High / 1M Low: 6.44 4.74
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   5.84
Avg. volume 1W:   0.00
Avg. price 1M:   5.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   109.36%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -