Soc. Generale Call 32 DAL 17.01.2025
/ DE000SV1GKW0
Soc. Generale Call 32 DAL 17.01.2.../ DE000SV1GKW0 /
| 8/15/2024 6:49:28 PM |
Chg.+0.130 |
Bid6:50:32 PM |
Ask6:50:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
+16.67% |
0.910
Bid Size: 100,000 |
0.920
Ask Size: 100,000 |
Delta Air Lines Inc |
32.00 USD |
1/17/2025 |
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: |
1/17/2025 |
| Issue date: |
2/24/2023 |
| Last trading day: |
1/16/2025 |
| 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): |
5/13/2024 |
2.120 |
| Low (YTD): |
8/7/2024 |
0.720 |
| 52W High: |
5/13/2024 |
2.120 |
| 52W Low: |
10/27/2023 |
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: |
|
- |
