Soc. Generale Call 10 STAN 20.09..../  DE000SY0DZ78  /

EUWAX
2024-05-31  1:57:59 PM Chg.+0.046 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.099EUR +86.79% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 10.00 GBP 2024-09-20 Call
 

Master data

WKN: SY0DZ7
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 10.00 GBP
Maturity: 2024-09-20
Issue date: 2024-05-15
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 70.48
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -2.58
Time value: 0.13
Break-even: 11.88
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 1.35
Spread abs.: 0.03
Spread %: 30.00%
Delta: 0.15
Theta: 0.00
Omega: 10.33
Rho: 0.00
 

Quote data

Open: 0.074
High: 0.099
Low: 0.074
Previous Close: 0.053
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.099 0.053
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.073
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -