Soc. Generale Call 380 GS 20.09.2024
/ DE000SW1YXA1
Soc. Generale Call 380 GS 20.09.2.../ DE000SW1YXA1 /
2024-06-07 9:43:02 PM |
Chg.-0.150 |
Bid9:59:47 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
7.600EUR |
-1.94% |
7.530 Bid Size: 1,000 |
- Ask Size: - |
Goldman Sachs Group ... |
380.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
SW1YXA |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
380.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-08-07 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.35 |
Intrinsic value: |
6.94 |
Implied volatility: |
0.26 |
Historic volatility: |
0.19 |
Parity: |
6.94 |
Time value: |
0.58 |
Break-even: |
427.00 |
Moneyness: |
1.20 |
Premium: |
0.01 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.92 |
Theta: |
-0.07 |
Omega: |
5.17 |
Rho: |
0.89 |
Quote data
Open: |
7.630 |
High: |
7.900 |
Low: |
7.430 |
Previous Close: |
7.750 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.33% |
1 Month |
|
|
-0.13% |
3 Months |
|
|
+140.51% |
YTD |
|
|
+117.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.100 |
7.480 |
1M High / 1M Low: |
8.810 |
7.220 |
6M High / 6M Low: |
8.810 |
1.840 |
High (YTD): |
2024-05-21 |
8.810 |
Low (YTD): |
2024-02-14 |
2.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.688 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.861 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.370 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
71.24% |
Volatility 6M: |
|
145.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |