Soc. Generale Call 6 STAN 20.09.2024
/ DE000SU5VR61
Soc. Generale Call 6 STAN 20.09.2.../ DE000SU5VR61 /
14/06/2024 21:50:24 |
Chg.-0.080 |
Bid21:59:36 |
Ask21:59:36 |
Underlying |
Strike price |
Expiration date |
Option type |
1.560EUR |
-4.88% |
1.560 Bid Size: 2,000 |
1.800 Ask Size: 2,000 |
Standard Chartered P... |
6.00 GBP |
20/09/2024 |
Call |
Master data
WKN: |
SU5VR6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Standard Chartered PLC ORD USD0.50 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
6.00 GBP |
Maturity: |
20/09/2024 |
Issue date: |
15/12/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.90 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.72 |
Intrinsic value: |
1.59 |
Implied volatility: |
0.39 |
Historic volatility: |
0.31 |
Parity: |
1.59 |
Time value: |
0.19 |
Break-even: |
8.91 |
Moneyness: |
1.22 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.03 |
Spread %: |
1.71% |
Delta: |
0.88 |
Theta: |
0.00 |
Omega: |
4.29 |
Rho: |
0.02 |
Quote data
Open: |
1.600 |
High: |
1.700 |
Low: |
1.550 |
Previous Close: |
1.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-9.83% |
1 Month |
|
|
-23.53% |
3 Months |
|
|
+32.20% |
YTD |
|
|
+30.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.840 |
1.550 |
1M High / 1M Low: |
2.200 |
1.550 |
6M High / 6M Low: |
2.200 |
0.490 |
High (YTD): |
16/05/2024 |
2.200 |
Low (YTD): |
13/02/2024 |
0.490 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.654 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.920 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.254 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.98% |
Volatility 6M: |
|
139.87% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |