Soc. Generale Call 9 STAN 21.06.2.../  DE000SW8L672  /

Frankfurt Zert./SG
2024-05-17  9:36:58 PM Chg.-0.012 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.047EUR -20.34% 0.046
Bid Size: 10,000
0.099
Ask Size: 10,000
Standard Chartered P... 9.00 GBP 2024-06-21 Call
 

Master data

WKN: SW8L67
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 9.00 GBP
Maturity: 2024-06-21
Issue date: 2024-04-05
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 96.91
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.32
Parity: -1.29
Time value: 0.10
Break-even: 10.59
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 3.30
Spread abs.: 0.03
Spread %: 37.68%
Delta: 0.17
Theta: 0.00
Omega: 16.11
Rho: 0.00
 

Quote data

Open: 0.049
High: 0.065
Low: 0.045
Previous Close: 0.059
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -9.62%
1 Month  
+291.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.085 0.043
1M High / 1M Low: 0.085 0.009
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,172.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -