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

Frankfurt Zert./SG
26/09/2024  21:51:11 Chg.+0.270 Bid21:58:04 Ask- Underlying Strike price Expiration date Option type
1.660EUR +19.42% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 34.00 USD 17/01/2025 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: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.15
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.33
Implied volatility: 0.47
Historic volatility: 0.27
Parity: 1.33
Time value: 0.06
Break-even: 44.45
Moneyness: 1.43
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.94
Theta: -0.01
Omega: 2.96
Rho: 0.08
 

Quote data

Open: 1.360
High: 1.660
Low: 1.350
Previous Close: 1.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+33.87%
1 Month  
+112.82%
3 Months  
+11.41%
YTD  
+69.39%
1 Year  
+97.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.660 1.240
1M High / 1M Low: 1.660 0.760
6M High / 6M Low: 1.940 0.600
High (YTD): 13/05/2024 1.940
Low (YTD): 07/08/2024 0.600
52W High: 13/05/2024 1.940
52W Low: 01/11/2023 0.470
Avg. price 1W:   1.370
Avg. volume 1W:   0.000
Avg. price 1M:   1.069
Avg. volume 1M:   0.000
Avg. price 6M:   1.318
Avg. volume 6M:   0.000
Avg. price 1Y:   1.092
Avg. volume 1Y:   0.000
Volatility 1M:   97.31%
Volatility 6M:   101.18%
Volatility 1Y:   98.82%
Volatility 3Y:   -