Soc. Generale Call 460 GS 16.01.2026
/ DE000SW8QYC6
Soc. Generale Call 460 GS 16.01.2.../ DE000SW8QYC6 /
2024-09-20 9:40:42 PM |
Chg.-0.400 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
7.850EUR |
-4.85% |
7.870 Bid Size: 1,000 |
7.910 Ask Size: 1,000 |
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: |
5.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
7.09 |
Intrinsic value: |
3.44 |
Implied volatility: |
0.25 |
Historic volatility: |
0.20 |
Parity: |
3.44 |
Time value: |
4.45 |
Break-even: |
490.97 |
Moneyness: |
1.08 |
Premium: |
0.10 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.04 |
Spread %: |
0.51% |
Delta: |
0.72 |
Theta: |
-0.07 |
Omega: |
4.06 |
Rho: |
3.19 |
Quote data
Open: |
8.090 |
High: |
8.170 |
Low: |
7.740 |
Previous Close: |
8.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+14.26% |
1 Month |
|
|
-1.26% |
3 Months |
|
|
+36.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
8.250 |
7.110 |
1M High / 1M Low: |
8.880 |
6.200 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
7.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
7.663 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
122.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |