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Soc. Generale Call 38 DAL 17.01.2.../  DE000SQ86WV2  /

EUWAX
06/09/2024  08:57:37 Chg.-0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.590EUR -1.67% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 38.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86WV
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 38.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.12
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.36
Implied volatility: 0.45
Historic volatility: 0.27
Parity: 0.36
Time value: 0.26
Break-even: 40.48
Moneyness: 1.11
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.64%
Delta: 0.71
Theta: -0.02
Omega: 4.35
Rho: 0.08
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.36%
1 Month  
+59.46%
3 Months
  -55.30%
YTD
  -20.27%
1 Year
  -35.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.590
1M High / 1M Low: 0.610 0.370
6M High / 6M Low: 1.570 0.370
High (YTD): 16/05/2024 1.570
Low (YTD): 08/08/2024 0.370
52W High: 16/05/2024 1.570
52W Low: 01/11/2023 0.340
Avg. price 1W:   0.602
Avg. volume 1W:   0.000
Avg. price 1M:   0.507
Avg. volume 1M:   0.000
Avg. price 6M:   1.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.822
Avg. volume 1Y:   0.000
Volatility 1M:   183.40%
Volatility 6M:   125.81%
Volatility 1Y:   116.04%
Volatility 3Y:   -