Soc. Generale Call 9 STAN 19.09.2.../  DE000SJ6CFA0  /

EUWAX
1/23/2025  9:57:14 AM Chg.-0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
2.54EUR -2.68% -
Bid Size: -
-
Ask Size: -
Standard Chartered P... 9.00 GBP 9/19/2025 Call
 

Master data

WKN: SJ6CFA
Issuer: Société Générale
Currency: EUR
Underlying: Standard Chartered PLC ORD USD0.50
Type: Warrant
Option type: Call
Strike price: 9.00 GBP
Maturity: 9/19/2025
Issue date: 11/25/2024
Last trading day: 9/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 5.05
Leverage: Yes

Calculated values

Fair value: 2.52
Intrinsic value: 1.93
Implied volatility: 0.30
Historic volatility: 0.31
Parity: 1.93
Time value: 0.56
Break-even: 13.14
Moneyness: 1.18
Premium: 0.04
Premium p.a.: 0.07
Spread abs.: 0.03
Spread %: 1.22%
Delta: 0.81
Theta: 0.00
Omega: 4.09
Rho: 0.05
 

Quote data

Open: 2.55
High: 2.55
Low: 2.54
Previous Close: 2.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.31%
1 Month  
+35.83%
3 Months     -
YTD  
+35.83%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.65 2.54
1M High / 1M Low: 2.65 1.85
6M High / 6M Low: - -
High (YTD): 1/20/2025 2.65
Low (YTD): 1/3/2025 1.85
52W High: - -
52W Low: - -
Avg. price 1W:   2.61
Avg. volume 1W:   0.00
Avg. price 1M:   2.20
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   73.85%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -