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

Frankfurt Zert./SG
2024-05-17  9:40:47 PM Chg.-0.050 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
1.520EUR -3.18% 1.520
Bid Size: 2,000
1.710
Ask Size: 2,000
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: 5.55
Leverage: Yes

Calculated values

Fair value: 1.59
Intrinsic value: 1.04
Implied volatility: 0.35
Historic volatility: 0.32
Parity: 1.04
Time value: 0.62
Break-even: 9.82
Moneyness: 1.13
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.03
Spread %: 1.84%
Delta: 0.75
Theta: 0.00
Omega: 4.15
Rho: 0.03
 

Quote data

Open: 1.530
High: 1.620
Low: 1.510
Previous Close: 1.570
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.83%
1 Month  
+123.53%
3 Months  
+334.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.570 1.420
1M High / 1M Low: 1.570 0.680
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.474
Avg. volume 1W:   0.000
Avg. price 1M:   1.109
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   200.79%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -