Soc. Generale Call 7 STAN 20.12.2.../  DE000SU79852  /

EUWAX
2024-05-31  12:45:13 PM Chg.+0.22 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
1.55EUR +16.54% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 7.00 GBP 2024-12-20 Call
 

Master data

WKN: SU7985
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 7.00 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: 5.76
Leverage: Yes

Calculated values

Fair value: 1.46
Intrinsic value: 0.94
Implied volatility: 0.37
Historic volatility: 0.31
Parity: 0.94
Time value: 0.65
Break-even: 9.81
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 1.92%
Delta: 0.73
Theta: 0.00
Omega: 4.20
Rho: 0.03
 

Quote data

Open: 1.45
High: 1.55
Low: 1.45
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.81%
1 Month  
+25.00%
3 Months  
+93.75%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.55 1.33
1M High / 1M Low: 1.55 1.24
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.41
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -