Soc. Generale Call 520 GS 16.01.2.../  DE000SW97Y24  /

Frankfurt Zert./SG
2024-06-14  9:48:55 PM Chg.-0.010 Bid9:59:06 PM Ask9:59:06 PM Underlying Strike price Expiration date Option type
3.260EUR -0.31% 3.270
Bid Size: 1,000
3.320
Ask Size: 1,000
Goldman Sachs Group ... 520.00 USD 2026-01-16 Call
 

Master data

WKN: SW97Y2
Issuer: Société Générale
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 520.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-10
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.60
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -6.87
Time value: 3.31
Break-even: 518.86
Moneyness: 0.86
Premium: 0.24
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 1.53%
Delta: 0.43
Theta: -0.06
Omega: 5.42
Rho: 2.33
 

Quote data

Open: 3.220
High: 3.310
Low: 2.980
Previous Close: 3.270
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -11.41%
1 Month
  -20.87%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.600 3.250
1M High / 1M Low: 4.380 3.250
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.338
Avg. volume 1W:   0.000
Avg. price 1M:   3.786
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.99%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -