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Soc. Generale Call 32 DAL 17.01.2.../  DE000SV1GKW0  /

Frankfurt Zert./SG
15/08/2024  19:53:08 Chg.+0.130 Bid20:00:08 Ask20:00:08 Underlying Strike price Expiration date Option type
0.910EUR +16.67% 0.900
Bid Size: 100,000		 0.910
Ask Size: 100,000		 Delta Air Lines Inc 32.00 USD 17/01/2025 Call
 

Master data

WKN: SV1GKW
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 32.00 USD
Maturity: 17/01/2025
Issue date: 24/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.45
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.61
Implied volatility: 0.46
Historic volatility: 0.27
Parity: 0.61
Time value: 0.18
Break-even: 36.96
Moneyness: 1.21
Premium: 0.05
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.28%
Delta: 0.80
Theta: -0.01
Omega: 3.55
Rho: 0.09
 

Quote data

Open: 0.750
High: 0.910
Low: 0.750
Previous Close: 0.780
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.81%
1 Month
  -18.75%
3 Months
  -56.25%
YTD
  -17.27%
1 Year
  -36.81%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.780
1M High / 1M Low: 1.370 0.720
6M High / 6M Low: 2.120 0.720
High (YTD): 13/05/2024 2.120
Low (YTD): 07/08/2024 0.720
52W High: 13/05/2024 2.120
52W Low: 27/10/2023 0.550
Avg. price 1W:   0.836
Avg. volume 1W:   0.000
Avg. price 1M:   1.051
Avg. volume 1M:   0.000
Avg. price 6M:   1.496
Avg. volume 6M:   0.000
Avg. price 1Y:   1.246
Avg. volume 1Y:   0.000
Volatility 1M:   148.10%
Volatility 6M:   84.98%
Volatility 1Y:   85.17%
Volatility 3Y:   -