Soc. Generale Call 460 GS 16.01.2.../  DE000SW8QYC6  /

Frankfurt Zert./SG
2024-06-03  9:48:20 PM Chg.-0.080 Bid9:59:26 PM Ask9:59:26 PM Underlying Strike price Expiration date Option type
5.970EUR -1.32% 5.970
Bid Size: 2,000
6.020
Ask Size: 2,000
Goldman Sachs Group ... 460.00 USD 2026-01-16 Call
 

Master data

WKN: SW8QYC
Issuer: Société Générale
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 460.00 USD
Maturity: 2026-01-16
Issue date: 2024-04-08
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.72
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.19
Parity: -0.32
Time value: 6.26
Break-even: 486.46
Moneyness: 0.99
Premium: 0.16
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 0.81%
Delta: 0.63
Theta: -0.06
Omega: 4.22
Rho: 3.27
 

Quote data

Open: 6.190
High: 6.190
Low: 5.760
Previous Close: 6.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -8.15%
1 Month  
+14.59%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.500 5.840
1M High / 1M Low: 6.940 5.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   6.168
Avg. volume 1W:   0.000
Avg. price 1M:   6.190
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.24%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -