Soc. Generale Call 6 STAN 20.09.2024
/ DE000SU5VR61
Soc. Generale Call 6 STAN 20.09.2.../ DE000SU5VR61 /
| 2024-05-21 9:54:36 AM |
Chg.-0.14 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
-6.03% |
-
Bid Size: - |
-
Ask Size: - |
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: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.32 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.96% |
| 1 Month |
|
|
+86.32% |
| 3 Months |
|
|
+235.38% |
| YTD |
|
|
+84.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.32 |
2.25 |
| 1M High / 1M Low: |
2.32 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-05-20 |
2.32 |
| Low (YTD): |
2024-02-14 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.29 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.92% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
