Soc. Generale Call 6 STAN 20.12.2024
/ DE000SU79845
Soc. Generale Call 6 STAN 20.12.2.../ DE000SU79845 /
| 2024-05-29 8:14:26 AM |
Chg.-0.06 |
Bid4:43:18 PM |
Ask4:43:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
-2.68% |
2.33
Bid Size: 20,000 |
2.36
Ask Size: 20,000 |
Standard Chartered P... |
6.00 GBP |
2024-12-20 |
Call |
Master data
| WKN: |
SU7984 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Standard Chartered PLC ORD USD0.50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 GBP |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-02-13 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.78 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.25 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.31 |
| Parity: |
1.99 |
| Time value: |
0.40 |
| Break-even: |
9.44 |
| Moneyness: |
1.28 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.03 |
| Spread %: |
1.27% |
| Delta: |
0.85 |
| Theta: |
0.00 |
| Omega: |
3.21 |
| Rho: |
0.03 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.17% |
| 1 Month |
|
|
+38.85% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.40 |
2.17 |
| 1M High / 1M Low: |
2.40 |
1.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.25 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
158.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
