Soc. Generale Call 6 STAN 20.09.2024
/ DE000SU5VR61
Soc. Generale Call 6 STAN 20.09.2.../ DE000SU5VR61 /
| 2024-05-21 5:53:05 PM |
Chg.-0.030 |
Bid6:33:37 PM |
Ask6:33:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-1.43% |
2.070
Bid Size: 2,000 |
2.440
Ask Size: 2,000 |
Standard Chartered P... |
6.00 GBP |
2024-09-20 |
Call |
Master data
| WKN: |
SU5VR6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Standard Chartered PLC ORD USD0.50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 GBP |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.22 |
| Intrinsic value: |
2.09 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.31 |
| Parity: |
2.09 |
| Time value: |
0.21 |
| Break-even: |
9.32 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
1.32% |
| Delta: |
0.90 |
| Theta: |
0.00 |
| Omega: |
3.55 |
| Rho: |
0.02 |
Quote data
| Open: |
2.040 |
| High: |
2.250 |
| Low: |
2.040 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.48% |
| 1 Month |
|
|
+72.50% |
| 3 Months |
|
|
+239.34% |
| YTD |
|
|
+72.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.200 |
2.040 |
| 1M High / 1M Low: |
2.200 |
1.250 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-16 |
2.200 |
| Low (YTD): |
2024-02-13 |
0.490 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.114 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.765 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.53% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
