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Soc. Generale Call 30 DAL 20.09.2.../  DE000SV195K1  /

Frankfurt Zert./SG
8/2/2024  9:39:10 PM Chg.-0.130 Bid9:58:07 PM Ask- Underlying Strike price Expiration date Option type
0.940EUR -12.15% 0.940
Bid Size: 6,000		 -
Ask Size: -		 Delta Air Lines Inc 30.00 USD 9/20/2024 Call
 

Master data

WKN: SV195K
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 30.00 USD
Maturity: 9/20/2024
Issue date: 3/17/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.93
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.90
Implied volatility: 0.52
Historic volatility: 0.27
Parity: 0.90
Time value: 0.03
Break-even: 36.80
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.95
Theta: -0.01
Omega: 3.72
Rho: 0.03
 

Quote data

Open: 1.050
High: 1.050
Low: 0.930
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.79%
1 Month
  -40.88%
3 Months
  -54.15%
YTD
  -18.26%
1 Year
  -40.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.260 0.940
1M High / 1M Low: 1.600 0.940
6M High / 6M Low: 2.220 0.940
High (YTD): 5/13/2024 2.220
Low (YTD): 1/22/2024 0.840
52W High: 5/13/2024 2.220
52W Low: 10/27/2023 0.540
Avg. price 1W:   1.150
Avg. volume 1W:   0.000
Avg. price 1M:   1.354
Avg. volume 1M:   0.000
Avg. price 6M:   1.596
Avg. volume 6M:   0.000
Avg. price 1Y:   1.327
Avg. volume 1Y:   0.000
Volatility 1M:   127.84%
Volatility 6M:   77.12%
Volatility 1Y:   83.55%
Volatility 3Y:   -