Soc. Generale Call 7 STAN 21.03.2.../  DE000SY1BCS3  /

EUWAX
1/23/2025  9:22:29 AM Chg.-0.12 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
4.35EUR -2.68% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 7.00 GBP 3/21/2025 Call
 

Master data

WKN: SY1BCS
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 7.00 GBP
Maturity: 3/21/2025
Issue date: 6/5/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 4.33
Intrinsic value: 4.30
Implied volatility: 0.46
Historic volatility: 0.31
Parity: 4.30
Time value: 0.04
Break-even: 12.62
Moneyness: 1.52
Premium: 0.00
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 1.17%
Delta: 0.99
Theta: 0.00
Omega: 2.88
Rho: 0.01
 

Quote data

Open: 4.35
High: 4.35
Low: 4.35
Previous Close: 4.47
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.68%
1 Month  
+23.93%
3 Months  
+106.16%
YTD  
+26.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.49 4.38
1M High / 1M Low: 4.49 3.45
6M High / 6M Low: 4.49 0.62
High (YTD): 1/20/2025 4.49
Low (YTD): 1/7/2025 3.47
52W High: - -
52W Low: - -
Avg. price 1W:   4.44
Avg. volume 1W:   0.00
Avg. price 1M:   3.86
Avg. volume 1M:   0.00
Avg. price 6M:   2.34
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   49.82%
Volatility 6M:   127.19%
Volatility 1Y:   -
Volatility 3Y:   -