Soc. Generale Call 34 DAL 20.09.2024
/ DE000SW3M267
Soc. Generale Call 34 DAL 20.09.2.../ DE000SW3M267 /
| 7/9/2024 8:17:04 AM |
Chg.+0.04 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
+3.64% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
34.00 USD |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
9/19/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
1.14 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.26 |
| Parity: |
1.14 |
| Time value: |
0.05 |
| Break-even: |
43.29 |
| Moneyness: |
1.36 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
3.38 |
| Rho: |
0.06 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.10 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-25.00% |
| 3 Months |
|
|
-11.63% |
| YTD |
|
|
+29.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.23 |
1.10 |
| 1M High / 1M Low: |
1.54 |
1.10 |
| 6M High / 6M Low: |
1.79 |
0.59 |
| High (YTD): |
5/16/2024 |
1.79 |
| Low (YTD): |
1/19/2024 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.56% |
| Volatility 6M: |
|
89.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
