Soc. Generale Call 7 STAN 20.12.2.../  DE000SU79852  /

Frankfurt Zert./SG
2024-06-07  9:45:19 PM Chg.-0.010 Bid9:59:28 PM Ask9:59:28 PM Underlying Strike price Expiration date Option type
1.150EUR -0.86% 1.140
Bid Size: 3,000
1.310
Ask Size: 3,000
Standard Chartered P... 7.00 GBP 2024-12-20 Call
 

Master data

WKN: SU7985
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 7.00 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: 7.04
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.48
Implied volatility: 0.36
Historic volatility: 0.31
Parity: 0.48
Time value: 0.76
Break-even: 9.48
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.03
Spread %: 2.48%
Delta: 0.66
Theta: 0.00
Omega: 4.67
Rho: 0.02
 

Quote data

Open: 1.130
High: 1.260
Low: 1.130
Previous Close: 1.160
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.23%
1 Month
  -10.16%
3 Months  
+41.98%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.110
1M High / 1M Low: 1.570 1.110
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.196
Avg. volume 1W:   0.000
Avg. price 1M:   1.384
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.45%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -