Soc. Generale Call 8 STAN 20.09.2.../  DE000SU5VR87  /

Frankfurt Zert./SG
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:   -