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Soc. Generale Call 35 DAL 20.12.2.../  DE000SV456P6  /

EUWAX
02/08/2024  08:25:40 Chg.-0.130 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
0.720EUR -15.29% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 35.00 USD 20/12/2024 Call
 

Master data

WKN: SV456P
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 35.00 USD
Maturity: 20/12/2024
Issue date: 09/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.00
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.60
Implied volatility: 0.41
Historic volatility: 0.27
Parity: 0.60
Time value: 0.17
Break-even: 40.15
Moneyness: 1.19
Premium: 0.04
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.32%
Delta: 0.80
Theta: -0.01
Omega: 4.01
Rho: 0.09
 

Quote data

Open: 0.720
High: 0.720
Low: 0.720
Previous Close: 0.850
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -38.98%
3 Months
  -54.72%
YTD
  -19.10%
1 Year
  -45.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.720
1M High / 1M Low: 1.230 0.720
6M High / 6M Low: 1.770 0.720
High (YTD): 16/05/2024 1.770
Low (YTD): 22/01/2024 0.620
52W High: 16/05/2024 1.770
52W Low: 01/11/2023 0.410
Avg. price 1W:   0.856
Avg. volume 1W:   0.000
Avg. price 1M:   1.000
Avg. volume 1M:   0.000
Avg. price 6M:   1.231
Avg. volume 6M:   0.000
Avg. price 1Y:   1.032
Avg. volume 1Y:   0.000
Volatility 1M:   146.91%
Volatility 6M:   87.67%
Volatility 1Y:   92.03%
Volatility 3Y:   -