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

EUWAX
7/9/2024  8:27:07 AM Chg.+0.02 Bid3:45:52 PM Ask3:45:52 PM Underlying Strike price Expiration date Option type
1.14EUR +1.79% 1.19
Bid Size: 100,000		 1.20
Ask Size: 100,000		 Delta Air Lines Inc 35.00 USD 12/20/2024 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: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.63
Leverage: Yes

Calculated values

Fair value: 1.11
Intrinsic value: 1.05
Implied volatility: 0.42
Historic volatility: 0.26
Parity: 1.05
Time value: 0.13
Break-even: 44.12
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.88
Theta: -0.01
Omega: 3.20
Rho: 0.12
 

Quote data

Open: 1.14
High: 1.14
Low: 1.14
Previous Close: 1.12
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -24.00%
3 Months
  -12.98%
YTD  
+28.09%
1 Year
  -31.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.12
1M High / 1M Low: 1.53 1.12
6M High / 6M Low: 1.77 0.62
High (YTD): 5/16/2024 1.77
Low (YTD): 1/22/2024 0.62
52W High: 5/16/2024 1.77
52W Low: 11/1/2023 0.41
Avg. price 1W:   1.19
Avg. volume 1W:   0.00
Avg. price 1M:   1.37
Avg. volume 1M:   0.00
Avg. price 6M:   1.20
Avg. volume 6M:   0.00
Avg. price 1Y:   1.07
Avg. volume 1Y:   0.00
Volatility 1M:   71.24%
Volatility 6M:   84.62%
Volatility 1Y:   83.76%
Volatility 3Y:   -