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Soc. Generale Call 34 DAL 17.01.2.../  DE000SQ86WT6  /

Frankfurt Zert./SG
2024-06-28  9:43:03 PM Chg.-0.110 Bid9:58:02 PM Ask9:53:14 PM Underlying Strike price Expiration date Option type
1.380EUR -7.38% 1.390
Bid Size: 6,000		 -
Ask Size: -		 Delta Air Lines Inc 34.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86WT
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 34.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.16
Leverage: Yes

Calculated values

Fair value: 1.33
Intrinsic value: 1.25
Implied volatility: 0.43
Historic volatility: 0.26
Parity: 1.25
Time value: 0.15
Break-even: 45.73
Moneyness: 1.40
Premium: 0.03
Premium p.a.: 0.06
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.01
Omega: 2.83
Rho: 0.14
 

Quote data

Open: 1.480
High: 1.500
Low: 1.380
Previous Close: 1.490
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -12.66%
1 Month
  -14.81%
3 Months
  -5.48%
YTD  
+40.82%
1 Year
  -19.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.590 1.380
1M High / 1M Low: 1.690 1.380
6M High / 6M Low: 1.940 0.700
High (YTD): 2024-05-13 1.940
Low (YTD): 2024-01-22 0.700
52W High: 2024-05-13 1.940
52W Low: 2023-11-01 0.470
Avg. price 1W:   1.492
Avg. volume 1W:   0.000
Avg. price 1M:   1.597
Avg. volume 1M:   0.000
Avg. price 6M:   1.313
Avg. volume 6M:   0.000
Avg. price 1Y:   1.186
Avg. volume 1Y:   0.000
Volatility 1M:   68.29%
Volatility 6M:   84.81%
Volatility 1Y:   81.13%
Volatility 3Y:   -