Soc. Generale Call 10 STAN 20.06..../  DE000SY7YL31  /

Frankfurt Zert./SG
1/23/2025  8:18:45 PM Chg.+0.150 Bid9:42:50 PM Ask9:42:50 PM Underlying Strike price Expiration date Option type
1.450EUR +11.54% 1.440
Bid Size: 2,100
1.650
Ask Size: 2,100
Standard Chartered P... 10.00 GBP 6/20/2025 Call
 

Master data

WKN: SY7YL3
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 10.00 GBP
Maturity: 6/20/2025
Issue date: 8/28/2024
Last trading day: 6/19/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 8.92
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.75
Implied volatility: 0.29
Historic volatility: 0.31
Parity: 0.75
Time value: 0.66
Break-even: 13.24
Moneyness: 1.06
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.03
Spread %: 2.17%
Delta: 0.69
Theta: 0.00
Omega: 6.11
Rho: 0.03
 

Quote data

Open: 1.270
High: 1.530
Low: 1.270
Previous Close: 1.300
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+2.11%
1 Month  
+54.26%
3 Months  
+281.58%
YTD  
+46.46%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.460 1.300
1M High / 1M Low: 1.460 0.830
6M High / 6M Low: - -
High (YTD): 1/21/2025 1.460
Low (YTD): 1/2/2025 0.830
52W High: - -
52W Low: - -
Avg. price 1W:   1.416
Avg. volume 1W:   0.000
Avg. price 1M:   1.108
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   139.61%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -