Soc. Generale Call 380 GS 16.01.2.../  DE000SW8QQD0  /

EUWAX
6/14/2024  9:42:18 AM Chg.-0.21 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
9.52EUR -2.16% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 380.00 USD 1/16/2026 Call
 

Master data

WKN: SW8QQD
Issuer: Société Générale
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 380.00 USD
Maturity: 1/16/2026
Issue date: 4/8/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.24
Leverage: Yes

Calculated values

Fair value: 9.12
Intrinsic value: 6.21
Implied volatility: 0.25
Historic volatility: 0.19
Parity: 6.21
Time value: 3.63
Break-even: 453.38
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.05
Spread abs.: 0.04
Spread %: 0.41%
Delta: 0.80
Theta: -0.05
Omega: 3.41
Rho: 3.76
 

Quote data

Open: 9.52
High: 9.52
Low: 9.52
Previous Close: 9.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.51%
1 Month
  -11.93%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.30 9.52
1M High / 1M Low: 11.51 9.52
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   9.89
Avg. volume 1W:   0.00
Avg. price 1M:   10.55
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   47.77%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -