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Soc. Generale Call 40 DAL 17.01.2.../  DE000SQ86WW0  /

Frankfurt Zert./SG
02/08/2024  15:29:43 Chg.-0.050 Bid16:04:41 Ask16:04:41 Underlying Strike price Expiration date Option type
0.440EUR -10.20% 0.430
Bid Size: 150,000		 0.440
Ask Size: 150,000		 Delta Air Lines Inc 40.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86WW
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 40.00 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: 7.54
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.14
Implied volatility: 0.40
Historic volatility: 0.27
Parity: 0.14
Time value: 0.37
Break-even: 42.18
Moneyness: 1.04
Premium: 0.10
Premium p.a.: 0.22
Spread abs.: 0.01
Spread %: 2.00%
Delta: 0.63
Theta: -0.01
Omega: 4.76
Rho: 0.09
 

Quote data

Open: 0.490
High: 0.490
Low: 0.440
Previous Close: 0.490
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.31%
1 Month
  -49.43%
3 Months
  -65.89%
YTD
  -32.31%
1 Year
  -60.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.650 0.490
1M High / 1M Low: 0.910 0.490
6M High / 6M Low: 1.480 0.490
High (YTD): 13/05/2024 1.480
Low (YTD): 22/01/2024 0.420
52W High: 13/05/2024 1.480
52W Low: 01/11/2023 0.290
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   0.710
Avg. volume 1M:   0.000
Avg. price 6M:   0.938
Avg. volume 6M:   0.000
Avg. price 1Y:   0.781
Avg. volume 1Y:   0.000
Volatility 1M:   187.11%
Volatility 6M:   109.04%
Volatility 1Y:   109.37%
Volatility 3Y:   -