Soc. Generale Call 8 STAN 20.09.2.../  DE000SU5VR87  /

Frankfurt Zert./SG
2024-05-21  10:01:16 AM Chg.+0.010 Bid10:40:48 AM Ask10:40:48 AM Underlying Strike price Expiration date Option type
0.620EUR +1.64% 0.630
Bid Size: 35,000
0.660
Ask Size: 35,000
Standard Chartered P... 8.00 GBP 2024-09-20 Call
 

Master data

WKN: SU5VR8
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 8.00 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: 13.21
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -0.25
Time value: 0.69
Break-even: 10.05
Moneyness: 0.97
Premium: 0.10
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 4.55%
Delta: 0.51
Theta: 0.00
Omega: 6.78
Rho: 0.01
 

Quote data

Open: 0.580
High: 0.620
Low: 0.580
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+138.46%
3 Months  
+638.10%
YTD  
+121.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.580
1M High / 1M Low: 0.680 0.270
6M High / 6M Low: - -
High (YTD): 2024-05-16 0.680
Low (YTD): 2024-02-13 0.062
52W High: - -
52W Low: - -
Avg. price 1W:   0.626
Avg. volume 1W:   0.000
Avg. price 1M:   0.473
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   323.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -