Soc. Generale Call 9 STAN 20.09.2.../  DE000SW8L680  /

Frankfurt Zert./SG
2024-05-17  9:46:09 PM Chg.-0.020 Bid2024-05-17 Ask2024-05-17 Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.280
Bid Size: 10,000
0.360
Ask Size: 10,000
Standard Chartered P... 9.00 GBP 2024-09-20 Call
 

Master data

WKN: SW8L68
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 9.00 GBP
Maturity: 2024-09-20
Issue date: 2024-04-05
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 26.30
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.32
Parity: -1.29
Time value: 0.35
Break-even: 10.84
Moneyness: 0.88
Premium: 0.18
Premium p.a.: 0.61
Spread abs.: 0.03
Spread %: 9.38%
Delta: 0.32
Theta: 0.00
Omega: 8.37
Rho: 0.01
 

Quote data

Open: 0.290
High: 0.310
Low: 0.280
Previous Close: 0.300
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.00%
1 Month  
+207.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.300 0.250
1M High / 1M Low: 0.300 0.091
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.272
Avg. volume 1W:   0.000
Avg. price 1M:   0.189
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   427.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -