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Soc. Generale Call 30 DAL 21.03.2.../  DE000SU0WHU0  /

Frankfurt Zert./SG
10/18/2024  9:37:47 PM Chg.+0.060 Bid9:58:04 PM Ask- Underlying Strike price Expiration date Option type
2.450EUR +2.51% 2.440
Bid Size: 5,000		 -
Ask Size: -		 Delta Air Lines Inc 30.00 USD 3/21/2025 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: 3/21/2025
Issue date: 10/18/2023
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.14
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.33
Implied volatility: 0.54
Historic volatility: 0.29
Parity: 2.33
Time value: 0.06
Break-even: 51.60
Moneyness: 1.84
Premium: 0.01
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.97
Theta: -0.01
Omega: 2.08
Rho: 0.11
 

Quote data

Open: 2.360
High: 2.460
Low: 2.360
Previous Close: 2.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.89%
1 Month  
+52.17%
3 Months  
+70.14%
YTD  
+94.44%
1 Year  
+188.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.490 2.010
1M High / 1M Low: 2.490 1.590
6M High / 6M Low: 2.490 0.890
High (YTD): 10/16/2024 2.490
Low (YTD): 8/7/2024 0.890
52W High: 10/16/2024 2.490
52W Low: 10/27/2023 0.680
Avg. price 1W:   2.246
Avg. volume 1W:   0.000
Avg. price 1M:   1.890
Avg. volume 1M:   0.000
Avg. price 6M:   1.683
Avg. volume 6M:   0.000
Avg. price 1Y:   1.457
Avg. volume 1Y:   0.000
Volatility 1M:   103.33%
Volatility 6M:   87.30%
Volatility 1Y:   80.88%
Volatility 3Y:   -