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

EUWAX
2024-05-29  8:53:12 AM Chg.-0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.200EUR -9.09% -
Bid Size: -
-
Ask Size: -
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: 33.49
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.31
Parity: -1.54
Time value: 0.27
Break-even: 10.85
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.79
Spread abs.: 0.03
Spread %: 12.50%
Delta: 0.27
Theta: 0.00
Omega: 8.97
Rho: 0.01
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.09%
1 Month  
+53.85%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.210
1M High / 1M Low: 0.280 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.220
Avg. volume 1W:   0.000
Avg. price 1M:   0.223
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   422.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -