Soc. Generale Call 32 DAL 20.09.2024
/ DE000SW32Y89
Soc. Generale Call 32 DAL 20.09.2.../ DE000SW32Y89 /
| 09/09/2024 09:24:05 |
Chg.0.000 |
Bid09/09/2024 |
Ask09/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
0.00% |
0.850
Bid Size: 6,000 |
-
Ask Size: - |
Delta Air Lines Inc |
32.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW32Y8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
32.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
28/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.27 |
| Parity: |
0.90 |
| Time value: |
0.01 |
| Break-even: |
37.97 |
| Moneyness: |
1.31 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
4.13 |
| Rho: |
0.01 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.41% |
| 1 Month |
|
|
+18.06% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-15.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.850 |
| 1M High / 1M Low: |
0.880 |
0.590 |
| 6M High / 6M Low: |
1.980 |
0.540 |
| High (YTD): |
15/05/2024 |
1.980 |
| Low (YTD): |
08/08/2024 |
0.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.870 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.746 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.338 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.84% |
| Volatility 6M: |
|
113.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
