Soc. Generale Call 48 NEM 16.01.2026
/ DE000SW8VA71
Soc. Generale Call 48 NEM 16.01.2.../ DE000SW8VA71 /
| 2024-06-07 9:47:22 PM |
Chg.-0.090 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.540EUR |
-14.29% |
0.540
Bid Size: 25,000 |
0.550
Ask Size: 25,000 |
Newmont Corporation |
48.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SW8VA7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Newmont Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2024-04-10 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.32 |
| Parity: |
-0.71 |
| Time value: |
0.56 |
| Break-even: |
50.04 |
| Moneyness: |
0.84 |
| Premium: |
0.34 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
0.50 |
| Theta: |
-0.01 |
| Omega: |
3.37 |
| Rho: |
0.21 |
Quote data
| Open: |
0.640 |
| High: |
0.640 |
| Low: |
0.540 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.47% |
| 1 Month |
|
|
-10.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.540 |
| 1M High / 1M Low: |
0.730 |
0.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.574 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.626 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
