Soc. Generale Call 8 STAN 20.09.2024
/ DE000SU5VR87
Soc. Generale Call 8 STAN 20.09.2.../ DE000SU5VR87 /
2024-05-29 5:00:50 PM |
Chg.+0.030 |
Bid2024-05-29 |
Ask2024-05-29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.580EUR |
+5.45% |
0.580 Bid Size: 35,000 |
0.610 Ask Size: 35,000 |
Standard Chartered P... |
8.00 GBP |
2024-09-20 |
Call |
Master data
WKN: |
SU5VR8 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Standard Chartered PLC ORD USD0.50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
8.00 GBP |
Maturity: |
2024-09-20 |
Issue date: |
2023-12-15 |
Last trading day: |
2024-09-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
14.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.52 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.31 |
Parity: |
-0.36 |
Time value: |
0.63 |
Break-even: |
10.03 |
Moneyness: |
0.96 |
Premium: |
0.11 |
Premium p.a.: |
0.40 |
Spread abs.: |
0.03 |
Spread %: |
5.00% |
Delta: |
0.49 |
Theta: |
0.00 |
Omega: |
7.00 |
Rho: |
0.01 |
Quote data
Open: |
0.520 |
High: |
0.590 |
Low: |
0.510 |
Previous Close: |
0.550 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+5.45% |
1 Month |
|
|
+114.81% |
3 Months |
|
|
+141.67% |
YTD |
|
|
+107.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.550 |
1M High / 1M Low: |
0.680 |
0.270 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-05-16 |
0.680 |
Low (YTD): |
2024-02-13 |
0.062 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.564 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.543 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
315.65% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |