Soc. Generale Call 9 STAN 20.09.2.../  DE000SW8L680  /

Frankfurt Zert./SG
2024-05-31  9:50:09 PM Chg.0.000 Bid9:56:30 PM Ask9:56:30 PM Underlying Strike price Expiration date Option type
0.250EUR 0.00% 0.250
Bid Size: 10,000
0.330
Ask Size: 10,000
Standard Chartered P... 9.00 GBP 2024-09-20 Call
 

Master data

WKN: SW8L68
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 9.00 GBP
Maturity: 2024-09-20
Issue date: 2024-04-05
Last trading day: 2024-09-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 29.55
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.31
Parity: -1.41
Time value: 0.31
Break-even: 10.88
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.76
Spread abs.: 0.03
Spread %: 10.71%
Delta: 0.29
Theta: 0.00
Omega: 8.65
Rho: 0.01
 

Quote data

Open: 0.230
High: 0.280
Low: 0.230
Previous Close: 0.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+4.17%
1 Month  
+4.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.210
1M High / 1M Low: 0.300 0.210
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.242
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -