Soc. Generale Call 520 GS 16.01.2026
/ DE000SW97Y24
Soc. Generale Call 520 GS 16.01.2.../ DE000SW97Y24 /
| 6/18/2024 9:54:25 AM |
Chg.+0.14 |
Bid9:31:28 PM |
Ask9:31:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.37EUR |
+4.33% |
3.67
Bid Size: 40,000 |
3.73
Ask Size: 40,000 |
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: |
12.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
-6.50 |
| Time value: |
3.47 |
| Break-even: |
518.88 |
| Moneyness: |
0.87 |
| Premium: |
0.24 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.06 |
| Spread %: |
1.76% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
5.33 |
| Rho: |
2.38 |
Quote data
| Open: |
3.37 |
| High: |
3.37 |
| Low: |
3.37 |
| Previous Close: |
3.23 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.07% |
| 1 Month |
|
|
-18.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.55 |
3.10 |
| 1M High / 1M Low: |
4.31 |
3.10 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.70 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
