Soc. Generale Call 35 DAL 20.06.2025
/ DE000SU2YU74
Soc. Generale Call 35 DAL 20.06.2.../ DE000SU2YU74 /
11/10/2024 15:51:19 |
Chg.-0.030 |
Bid15:54:24 |
Ask15:54:24 |
Underlying |
Strike price |
Expiration date |
Option type |
1.530EUR |
-1.92% |
1.540 Bid Size: 100,000 |
1.550 Ask Size: 100,000 |
Delta Air Lines Inc |
35.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
SU2YU7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
35.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
29/11/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
2.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.49 |
Intrinsic value: |
1.40 |
Implied volatility: |
0.46 |
Historic volatility: |
0.28 |
Parity: |
1.40 |
Time value: |
0.19 |
Break-even: |
47.91 |
Moneyness: |
1.44 |
Premium: |
0.04 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.01 |
Spread %: |
0.63% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
2.56 |
Rho: |
0.17 |
Quote data
Open: |
1.550 |
High: |
1.550 |
Low: |
1.510 |
Previous Close: |
1.560 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+3.38% |
1 Month |
|
|
+39.09% |
3 Months |
|
|
+33.04% |
YTD |
|
|
+48.54% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.630 |
1.480 |
1M High / 1M Low: |
1.670 |
1.100 |
6M High / 6M Low: |
1.980 |
0.680 |
High (YTD): |
13/05/2024 |
1.980 |
Low (YTD): |
07/08/2024 |
0.680 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.558 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.388 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.366 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
97.33% |
Volatility 6M: |
|
95.53% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |