Soc. Generale Call 9 STAN 20.12.2.../  DE000SW8L698  /

EUWAX
2024-06-20  10:14:23 AM Chg.+0.030 Bid12:22:17 PM Ask12:22:17 PM Underlying Strike price Expiration date Option type
0.230EUR +15.00% 0.230
Bid Size: 50,000
0.260
Ask Size: 50,000
Standard Chartered P... 9.00 GBP 2024-12-20 Call
 

Master data

WKN: SW8L69
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 9.00 GBP
Maturity: 2024-12-20
Issue date: 2024-04-05
Last trading day: 2024-12-19
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 31.52
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.31
Parity: -2.15
Time value: 0.27
Break-even: 10.93
Moneyness: 0.80
Premium: 0.28
Premium p.a.: 0.65
Spread abs.: 0.06
Spread %: 28.57%
Delta: 0.24
Theta: 0.00
Omega: 7.62
Rho: 0.01
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month
  -50.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: 0.470 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.341
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.08%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -