Soc. Generale Call 36 DAL 16.01.2026
/ DE000SY696L3
Soc. Generale Call 36 DAL 16.01.2.../ DE000SY696L3 /
| 9/6/2024 9:36:18 PM |
Chg.-0.020 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.030EUR |
-1.90% |
1.030
Bid Size: 8,000 |
1.040
Ask Size: 8,000 |
Delta Air Lines Inc |
36.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SY696L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
36.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
8/14/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.54 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
0.54 |
| Time value: |
0.50 |
| Break-even: |
42.88 |
| Moneyness: |
1.17 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.75 |
| Theta: |
-0.01 |
| Omega: |
2.73 |
| Rho: |
0.24 |
Quote data
| Open: |
1.010 |
| High: |
1.090 |
| Low: |
1.000 |
| Previous Close: |
1.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.83% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
1.030 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.040 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
