Soc. Generale Put 8 STAN 19.12.20.../  DE000SJ6CFG7  /

EUWAX
1/9/2025  9:42:33 AM Chg.- Bid9:07:40 AM Ask9:07:40 AM Underlying Strike price Expiration date Option type
0.510EUR - 0.500
Bid Size: 45,000
0.530
Ask Size: 45,000
Standard Chartered P... 8.00 GBP 12/19/2025 Put
 

Master data

WKN: SJ6CFG
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Put
Strike price: 8.00 GBP
Maturity: 12/19/2025
Issue date: 11/25/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: -21.82
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.32
Parity: -2.41
Time value: 0.55
Break-even: 9.04
Moneyness: 0.80
Premium: 0.25
Premium p.a.: 0.26
Spread abs.: 0.03
Spread %: 5.77%
Delta: -0.19
Theta: 0.00
Omega: -4.17
Rho: -0.03
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.56%
1 Month
  -15.00%
3 Months     -
YTD
  -16.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.590 0.510
1M High / 1M Low: 0.630 0.510
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.600
Low (YTD): 1/9/2025 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.556
Avg. volume 1W:   0.000
Avg. price 1M:   0.578
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -