Soc. Generale Call 8 STAN 20.09.2024
/ DE000SU5VR87
Soc. Generale Call 8 STAN 20.09.2.../ DE000SU5VR87 /
| 2024-05-31 9:49:06 PM |
Chg.0.000 |
Bid9:58:10 PM |
Ask9:58:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
0.00% |
0.610
Bid Size: 5,000 |
0.740
Ask Size: 5,000 |
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: |
13.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.31 |
| Parity: |
-0.23 |
| Time value: |
0.70 |
| Break-even: |
10.10 |
| Moneyness: |
0.98 |
| Premium: |
0.10 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
0.51 |
| Theta: |
0.00 |
| Omega: |
6.74 |
| Rho: |
0.01 |
Quote data
| Open: |
0.560 |
| High: |
0.660 |
| Low: |
0.560 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.72% |
| 1 Month |
|
|
+9.26% |
| 3 Months |
|
|
+43.90% |
| YTD |
|
|
+110.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.540 |
| 1M High / 1M Low: |
0.680 |
0.490 |
| 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: |
|
0.572 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.571 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
