Soc. Generale Call 10 STAN 21.03..../  DE000SY0D0B1  /

Frankfurt Zert./SG
2024-05-31  9:39:01 PM Chg.-0.020 Bid9:58:19 PM Ask9:58:19 PM Underlying Strike price Expiration date Option type
0.320EUR -5.88% 0.330
Bid Size: 9,100
0.400
Ask Size: 9,100
Standard Chartered P... 10.00 GBP 2025-03-21 Call
 

Master data

WKN: SY0D0B
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 10.00 GBP
Maturity: 2025-03-21
Issue date: 2024-05-15
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 24.11
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.31
Parity: -2.58
Time value: 0.38
Break-even: 12.13
Moneyness: 0.78
Premium: 0.32
Premium p.a.: 0.42
Spread abs.: 0.03
Spread %: 8.57%
Delta: 0.27
Theta: 0.00
Omega: 6.51
Rho: 0.02
 

Quote data

Open: 0.330
High: 0.360
Low: 0.310
Previous Close: 0.340
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.23%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.280
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
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:   -