Soc. Generale Call 34 DAL 20.09.2024
/ DE000SW3M267
Soc. Generale Call 34 DAL 20.09.2.../ DE000SW3M267 /
| 02/08/2024 08:15:58 |
Chg.-0.130 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-15.48% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
34.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW3M26 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
19/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.56 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
0.53 |
| Time value: |
0.08 |
| Break-even: |
37.26 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
0.84 |
| Theta: |
-0.02 |
| Omega: |
5.02 |
| Rho: |
0.03 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.22% |
| 1 Month |
|
|
-39.83% |
| 3 Months |
|
|
-55.90% |
| YTD |
|
|
-19.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.710 |
| 1M High / 1M Low: |
1.230 |
0.710 |
| 6M High / 6M Low: |
1.790 |
0.710 |
| High (YTD): |
16/05/2024 |
1.790 |
| Low (YTD): |
19/01/2024 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.840 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.992 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.227 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
156.43% |
| Volatility 6M: |
|
92.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
