OverviewChartNewsTraderScreen

Soc. Generale Call 28 DAL 17.01.2.../  DE000SV2P3G4  /

Frankfurt Zert./SG
8/15/2024  10:15:55 AM Chg.-0.080 Bid7:47:53 PM Ask2:30:22 PM Underlying Strike price Expiration date Option type
1.040EUR -7.14% 1.210
Bid Size: 100,000		 -
Ask Size: -		 Delta Air Lines Inc 28.00 USD 1/17/2025 Call
 

Master data

WKN: SV2P3G
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 28.00 USD
Maturity: 1/17/2025
Issue date: 3/27/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.22
Leverage: Yes

Calculated values

Fair value: 1.02
Intrinsic value: 0.97
Implied volatility: 0.51
Historic volatility: 0.27
Parity: 0.97
Time value: 0.12
Break-even: 36.33
Moneyness: 1.38
Premium: 0.03
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.88
Theta: -0.01
Omega: 2.84
Rho: 0.09
 

Quote data

Open: 1.040
High: 1.040
Low: 1.040
Previous Close: 1.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -27.78%
3 Months
  -56.85%
YTD
  -23.53%
1 Year
  -38.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 1.120
1M High / 1M Low: 1.700 1.000
6M High / 6M Low: 2.450 1.000
High (YTD): 5/13/2024 2.450
Low (YTD): 8/7/2024 1.000
52W High: 5/13/2024 2.450
52W Low: 10/27/2023 0.740
Avg. price 1W:   1.144
Avg. volume 1W:   0.000
Avg. price 1M:   1.367
Avg. volume 1M:   0.000
Avg. price 6M:   1.811
Avg. volume 6M:   0.000
Avg. price 1Y:   1.529
Avg. volume 1Y:   0.000
Volatility 1M:   122.78%
Volatility 6M:   71.23%
Volatility 1Y:   72.06%
Volatility 3Y:   -