Soc. Generale Call 11 STAN 21.03.2025
/ DE000SJ1VAV8
Soc. Generale Call 11 STAN 21.03..../ DE000SJ1VAV8 /
| 1/24/2025 9:48:31 AM |
Chg.+0.020 |
Bid3:16:01 PM |
Ask3:16:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+4.55% |
0.450
Bid Size: 30,000 |
0.480
Ask Size: 30,000 |
Standard Chartered P... |
11.00 GBP |
3/21/2025 |
Call |
Master data
| WKN: |
SJ1VAV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Standard Chartered PLC ORD USD0.50 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
11.00 GBP |
| Maturity: |
3/21/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.57 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.31 |
| Parity: |
-0.19 |
| Time value: |
0.52 |
| Break-even: |
13.57 |
| Moneyness: |
0.99 |
| Premium: |
0.05 |
| Premium p.a.: |
0.42 |
| Spread abs.: |
0.03 |
| Spread %: |
6.12% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
12.04 |
| Rho: |
0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.440 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.00% |
| 1 Month |
|
|
+70.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
+91.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.440 |
| 1M High / 1M Low: |
0.520 |
0.220 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.520 |
| Low (YTD): |
1/8/2025 |
0.220 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.486 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.340 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
212.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |