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

EUWAX
02/08/2024  08:49:29 Chg.-0.070 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
0.490EUR -12.50% -
Bid Size: -		 -
Ask Size: -		 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: 8.49
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -0.02
Time value: 0.43
Break-even: 40.96
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 2.38%
Delta: 0.57
Theta: -0.01
Omega: 4.87
Rho: 0.08
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.560
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.33%
1 Month
  -43.02%
3 Months
  -61.11%
YTD
  -24.62%
1 Year
  -53.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.640 0.490
1M High / 1M Low: 0.910 0.490
6M High / 6M Low: 1.420 0.490
High (YTD): 16/05/2024 1.420
Low (YTD): 22/01/2024 0.430
52W High: 16/05/2024 1.420
52W Low: 01/11/2023 0.290
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.696
Avg. volume 1M:   0.000
Avg. price 6M:   0.922
Avg. volume 6M:   0.000
Avg. price 1Y:   0.771
Avg. volume 1Y:   0.000
Volatility 1M:   184.39%
Volatility 6M:   108.61%
Volatility 1Y:   108.70%
Volatility 3Y:   -