Soc. Generale Call 440 GS 16.01.2.../  DE000SW8QQF5  /

EUWAX
2024-06-14  9:42:18 AM Chg.-0.19 Bid10:00:33 PM Ask10:00:33 PM Underlying Strike price Expiration date Option type
6.19EUR -2.98% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 440.00 USD 2026-01-16 Call
 

Master data

WKN: SW8QQF
Issuer: Société Générale
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.46
Leverage: Yes

Calculated values

Fair value: 5.55
Intrinsic value: 0.60
Implied volatility: 0.24
Historic volatility: 0.19
Parity: 0.60
Time value: 5.86
Break-even: 475.63
Moneyness: 1.01
Premium: 0.14
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.78%
Delta: 0.65
Theta: -0.06
Omega: 4.20
Rho: 3.29
 

Quote data

Open: 6.19
High: 6.19
Low: 6.19
Previous Close: 6.38
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.07%
1 Month
  -15.78%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.85 6.19
1M High / 1M Low: 7.91 6.19
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.51
Avg. volume 1W:   0.00
Avg. price 1M:   7.09
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.78%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -