Soc. Generale Call 540 GS 16.01.2026
/ DE000SW97Y32
Soc. Generale Call 540 GS 16.01.2.../ DE000SW97Y32 /
| 2024-09-19 9:36:02 AM |
Chg.0.00 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.77EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Goldman Sachs Group ... |
540.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SW97Y3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Goldman Sachs Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
540.00 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: |
11.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.93 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.20 |
| Parity: |
-4.99 |
| Time value: |
3.78 |
| Break-even: |
523.68 |
| Moneyness: |
0.90 |
| Premium: |
0.20 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.04 |
| Spread %: |
1.07% |
| Delta: |
0.47 |
| Theta: |
-0.07 |
| Omega: |
5.40 |
| Rho: |
2.20 |
Quote data
| Open: |
3.77 |
| High: |
3.77 |
| Low: |
3.77 |
| Previous Close: |
3.77 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.21% |
| 1 Month |
|
|
-17.69% |
| 3 Months |
|
|
+24.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.77 |
3.39 |
| 1M High / 1M Low: |
4.89 |
3.14 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.13 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
133.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
