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

Frankfurt Zert./SG
10/18/2024  9:37:03 PM Chg.+0.060 Bid9:59:21 PM Ask- Underlying Strike price Expiration date Option type
2.080EUR +2.97% 2.060
Bid Size: 5,000		 -
Ask Size: -		 Delta Air Lines Inc 34.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.49
Leverage: Yes

Calculated values

Fair value: 2.03
Intrinsic value: 2.01
Implied volatility: 0.64
Historic volatility: 0.29
Parity: 2.01
Time value: 0.05
Break-even: 51.88
Moneyness: 1.64
Premium: 0.01
Premium p.a.: 0.04
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.96
Theta: -0.01
Omega: 2.39
Rho: 0.07
 

Quote data

Open: 2.000
High: 2.100
Low: 1.990
Previous Close: 2.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+26.83%
1 Month  
+66.40%
3 Months  
+73.33%
YTD  
+112.24%
1 Year  
+258.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.120 1.800
1M High / 1M Low: 2.120 1.240
6M High / 6M Low: 2.120 0.600
High (YTD): 10/16/2024 2.120
Low (YTD): 8/7/2024 0.600
52W High: 10/16/2024 2.120
52W Low: 11/1/2023 0.470
Avg. price 1W:   1.966
Avg. volume 1W:   0.000
Avg. price 1M:   1.570
Avg. volume 1M:   0.000
Avg. price 6M:   1.347
Avg. volume 6M:   0.000
Avg. price 1Y:   1.147
Avg. volume 1Y:   0.000
Volatility 1M:   124.55%
Volatility 6M:   107.01%
Volatility 1Y:   99.22%
Volatility 3Y:   -