Soc. Generale Put 8 STAN 21.03.20.../  DE000SY0D0C9  /

EUWAX
2024-06-07  8:53:20 AM Chg.-0.02 Bid10:00:45 PM Ask10:00:45 PM Underlying Strike price Expiration date Option type
1.21EUR -1.63% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 8.00 GBP 2025-03-21 Put
 

Master data

WKN: SY0D0C
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Put
Strike price: 8.00 GBP
Maturity: 2025-03-21
Issue date: 2024-05-15
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -6.61
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.70
Implied volatility: 0.35
Historic volatility: 0.31
Parity: 0.70
Time value: 0.62
Break-even: 8.10
Moneyness: 1.08
Premium: 0.07
Premium p.a.: 0.09
Spread abs.: 0.03
Spread %: 2.33%
Delta: -0.50
Theta: 0.00
Omega: -3.31
Rho: -0.04
 

Quote data

Open: 1.21
High: 1.21
Low: 1.21
Previous Close: 1.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.04%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.29 1.00
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -