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

EUWAX
2024-06-07  8:14:38 AM Chg.+0.02 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
1.14EUR +1.79% -
Bid Size: -
-
Ask Size: -
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: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.12
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.45%
1 Month
  -14.29%
3 Months  
+32.56%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.54 1.12
1M High / 1M Low: 1.55 1.12
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.26
Avg. volume 1W:   0.00
Avg. price 1M:   1.39
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -