Soc. Generale Call 10 STAN 21.03..../  DE000SY0D0B1  /

EUWAX
11/15/2024  8:52:52 AM Chg.-0.020 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.480EUR -4.00% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 10.00 GBP 3/21/2025 Call
 

Master data

WKN: SY0D0B
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 10.00 GBP
Maturity: 3/21/2025
Issue date: 5/15/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 18.82
Leverage: Yes

Calculated values

Fair value: 0.63
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.33
Parity: -0.68
Time value: 0.60
Break-even: 12.57
Moneyness: 0.94
Premium: 0.11
Premium p.a.: 0.37
Spread abs.: 0.02
Spread %: 3.45%
Delta: 0.43
Theta: 0.00
Omega: 8.14
Rho: 0.01
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.43%
1 Month  
+92.00%
3 Months  
+405.26%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.500 0.440
1M High / 1M Low: 0.530 0.210
6M High / 6M Low: 0.530 0.012
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.480
Avg. volume 1W:   0.000
Avg. price 1M:   0.378
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.57%
Volatility 6M:   428.42%
Volatility 1Y:   -
Volatility 3Y:   -