Soc. Generale Call 8 STAN 21.03.2.../  DE000SW980P4  /

EUWAX
2024-05-31  9:54:31 AM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.06EUR +7.07% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 8.00 GBP 2025-03-21 Call
 

Master data

WKN: SW980P
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 8.00 GBP
Maturity: 2025-03-21
Issue date: 2024-05-13
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.25
Leverage: Yes

Calculated values

Fair value: 1.03
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.31
Parity: -0.23
Time value: 1.11
Break-even: 10.51
Moneyness: 0.98
Premium: 0.15
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 2.78%
Delta: 0.57
Theta: 0.00
Omega: 4.67
Rho: 0.03
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 0.99
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.07%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.06 0.96
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.01
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -