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

EUWAX
1/9/2025  8:53:03 AM Chg.0.000 Bid5:08:04 PM Ask5:08:04 PM Underlying Strike price Expiration date Option type
0.620EUR 0.00% -
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: 16.00
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.02
Implied volatility: 0.34
Historic volatility: 0.32
Parity: 0.02
Time value: 0.73
Break-even: 12.73
Moneyness: 1.00
Premium: 0.06
Premium p.a.: 0.36
Spread abs.: 0.03
Spread %: 4.17%
Delta: 0.55
Theta: -0.01
Omega: 8.77
Rho: 0.01
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.620
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.08%
1 Month
  -1.59%
3 Months  
+169.57%
YTD  
+1.64%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.640 0.510
1M High / 1M Low: 0.830 0.510
6M High / 6M Low: 0.830 0.012
High (YTD): 1/7/2025 0.640
Low (YTD): 1/3/2025 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.578
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   0.291
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   162.19%
Volatility 6M:   415.56%
Volatility 1Y:   -
Volatility 3Y:   -