Soc. Generale Call 38 DAL 20.12.2024
/ DE000SU2THQ0
Soc. Generale Call 38 DAL 20.12.2.../ DE000SU2THQ0 /
| 9/6/2024 9:48:34 PM |
Chg.-0.010 |
Bid9:59:21 PM |
Ask9:59:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
-1.69% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
38.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU2THQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
38.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.36 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.27 |
| Parity: |
0.36 |
| Time value: |
0.22 |
| Break-even: |
40.08 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.01 |
| Spread %: |
1.75% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
4.70 |
| Rho: |
0.06 |
Quote data
| Open: |
0.550 |
| High: |
0.620 |
| Low: |
0.540 |
| Previous Close: |
0.590 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+28.89% |
| 3 Months |
|
|
-56.06% |
| YTD |
|
|
-19.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.560 |
| 1M High / 1M Low: |
0.590 |
0.380 |
| 6M High / 6M Low: |
1.610 |
0.360 |
| High (YTD): |
5/13/2024 |
1.610 |
| Low (YTD): |
8/7/2024 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.582 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.502 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.999 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
141.59% |
| Volatility 6M: |
|
125.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
