Soc. Generale Call 7 STAN 20.09.2024
/ DE000SU5VR79
Soc. Generale Call 7 STAN 20.09.2.../ DE000SU5VR79 /
| 6/7/2024 9:43:03 PM |
Chg.-0.010 |
Bid9:56:51 PM |
Ask9:56:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.930EUR |
-1.06% |
0.920
Bid Size: 3,300 |
1.100
Ask Size: 3,300 |
Standard Chartered P... |
7.00 GBP |
9/20/2024 |
Call |
Master data
| WKN: |
SU5VR7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Standard Chartered PLC ORD USD0.50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7.00 GBP |
| Maturity: |
9/20/2024 |
| Issue date: |
12/15/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
0.48 |
| Time value: |
0.55 |
| Break-even: |
9.27 |
| Moneyness: |
1.06 |
| Premium: |
0.06 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.03 |
| Spread %: |
3.00% |
| Delta: |
0.66 |
| Theta: |
0.00 |
| Omega: |
5.62 |
| Rho: |
0.01 |
Quote data
| Open: |
0.920 |
| High: |
1.040 |
| Low: |
0.910 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-24.39% |
| 1 Month |
|
|
-11.43% |
| 3 Months |
|
|
+47.62% |
| YTD |
|
|
+52.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.220 |
0.890 |
| 1M High / 1M Low: |
1.350 |
0.890 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
5/16/2024 |
1.350 |
| Low (YTD): |
2/14/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.978 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.160 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
