Soc. Generale Call 460 GS 16.01.2026
/ DE000SW8QYC6
Soc. Generale Call 460 GS 16.01.2.../ DE000SW8QYC6 /
2024-09-20 3:28:48 PM |
Chg.-0.080 |
Bid3:56:30 PM |
Ask3:56:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
8.170EUR |
-0.97% |
7.890 Bid Size: 30,000 |
7.930 Ask Size: 30,000 |
Goldman Sachs Group ... |
460.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
SW8QYC |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Goldman Sachs Group Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 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: |
5.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.47 |
Intrinsic value: |
3.93 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
3.93 |
Time value: |
4.35 |
Break-even: |
495.01 |
Moneyness: |
1.10 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.49% |
Delta: |
0.73 |
Theta: |
-0.07 |
Omega: |
3.98 |
Rho: |
3.27 |
Quote data
Open: |
8.090 |
High: |
8.170 |
Low: |
8.090 |
Previous Close: |
8.250 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+18.92% |
1 Month |
|
|
+4.21% |
3 Months |
|
|
+33.06% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.250 |
6.870 |
1M High / 1M Low: |
8.880 |
6.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.294 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.667 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
118.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |