Soc. Generale Call 520 GS 16.01.2026
/ DE000SW97Y24
Soc. Generale Call 520 GS 16.01.2.../ DE000SW97Y24 /
| 9/19/2024 9:38:28 PM |
Chg.+0.820 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.300EUR |
+18.30% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
520.00 USD |
1/16/2026 |
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: |
1/16/2026 |
| Issue date: |
5/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-3.19 |
| Time value: |
4.47 |
| Break-even: |
512.58 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.04 |
| Spread %: |
0.90% |
| Delta: |
0.52 |
| Theta: |
-0.07 |
| Omega: |
5.09 |
| Rho: |
2.42 |
Quote data
| Open: |
4.480 |
| High: |
5.340 |
| Low: |
4.430 |
| Previous Close: |
4.480 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+24.71% |
| 1 Month |
|
|
+6.00% |
| 3 Months |
|
|
+42.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.300 |
4.250 |
| 1M High / 1M Low: |
5.800 |
3.860 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.580 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.895 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
138.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
