Soc. Generale Call 560 GS 16.01.2.../  DE000SY0LPS6  /

EUWAX
2024-09-19  9:38:06 AM Chg.+0.01 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.17EUR +0.32% -
Bid Size: -
-
Ask Size: -
Goldman Sachs Group ... 560.00 USD 2026-01-16 Call
 

Master data

WKN: SY0LPS
Issuer: Société Générale
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 560.00 USD
Maturity: 2026-01-16
Issue date: 2024-05-20
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.71
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -6.79
Time value: 3.18
Break-even: 535.68
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.17
Spread abs.: 0.04
Spread %: 1.27%
Delta: 0.42
Theta: -0.06
Omega: 5.71
Rho: 1.99
 

Quote data

Open: 3.17
High: 3.17
Low: 3.17
Previous Close: 3.16
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.62%
1 Month
  -18.30%
3 Months  
+25.30%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.17 2.84
1M High / 1M Low: 4.15 2.62
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.05
Avg. volume 1W:   0.00
Avg. price 1M:   3.49
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -