Soc. Generale Call 6 STAN 20.12.2024
/ DE000SU79845
Soc. Generale Call 6 STAN 20.12.2.../ DE000SU79845 /
2024-05-21 8:46:25 AM |
Chg.-0.050 |
Bid8:53:03 AM |
Ask8:53:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.250EUR |
-2.17% |
- Bid Size: - |
- Ask Size: - |
Standard Chartered P... |
6.00 GBP |
2024-12-20 |
Call |
Master data
WKN: |
SU7984 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Standard Chartered PLC ORD USD0.50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 GBP |
Maturity: |
2024-12-20 |
Issue date: |
2024-02-13 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.36 |
Intrinsic value: |
2.09 |
Implied volatility: |
0.38 |
Historic volatility: |
0.31 |
Parity: |
2.09 |
Time value: |
0.36 |
Break-even: |
9.47 |
Moneyness: |
1.30 |
Premium: |
0.04 |
Premium p.a.: |
0.07 |
Spread abs.: |
0.03 |
Spread %: |
1.24% |
Delta: |
0.87 |
Theta: |
0.00 |
Omega: |
3.22 |
Rho: |
0.03 |
Quote data
Open: |
2.250 |
High: |
2.250 |
Low: |
2.250 |
Previous Close: |
2.300 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-0.88% |
1 Month |
|
|
+63.04% |
3 Months |
|
|
+192.21% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.390 |
2.230 |
1M High / 1M Low: |
2.390 |
1.410 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.308 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.950 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |