Soc. Generale Call 9 STAN 21.06.2.../  DE000SW8L672  /

EUWAX
5/17/2024  8:53:34 AM Chg.+0.009 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
0.048EUR +23.08% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 9.00 GBP 6/21/2024 Call
 

Master data

WKN: SW8L67
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 9.00 GBP
Maturity: 6/21/2024
Issue date: 4/5/2024
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 96.91
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -1.29
Time value: 0.10
Break-even: 10.59
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 3.30
Spread abs.: 0.03
Spread %: 37.68%
Delta: 0.17
Theta: 0.00
Omega: 16.11
Rho: 0.00
 

Quote data

Open: 0.048
High: 0.048
Low: 0.048
Previous Close: 0.039
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+84.62%
1 Month  
+1500.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.069 0.026
1M High / 1M Low: 0.069 0.003
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.046
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   5,894.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -