Soc. Generale Call 30 DAL 21.03.2025
/ DE000SU0WHU0
Soc. Generale Call 30 DAL 21.03.2.../ DE000SU0WHU0 /
| 2024-06-28 7:38:05 PM |
Chg.-0.060 |
Bid7:40:20 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.780EUR |
-3.26% |
1.770
Bid Size: 100,000 |
-
Ask Size: - |
Delta Air Lines Inc |
30.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU0WHU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-10-18 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.81 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.26 |
| Parity: |
1.74 |
| Time value: |
0.11 |
| Break-even: |
46.52 |
| Moneyness: |
1.62 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.33 |
| Rho: |
0.18 |
Quote data
| Open: |
1.820 |
| High: |
1.850 |
| Low: |
1.780 |
| Previous Close: |
1.840 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.77% |
| 1 Month |
|
|
-10.55% |
| 3 Months |
|
|
-0.56% |
| YTD |
|
|
+41.27% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.810 |
| 1M High / 1M Low: |
2.040 |
1.810 |
| 6M High / 6M Low: |
2.320 |
0.970 |
| High (YTD): |
2024-05-13 |
2.320 |
| Low (YTD): |
2024-01-22 |
0.970 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.631 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
54.85% |
| Volatility 6M: |
|
68.82% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
