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

EUWAX
7/9/2024  8:55:34 AM Chg.+0.030 Bid10:00:31 PM Ask10:00:31 PM Underlying Strike price Expiration date Option type
0.830EUR +3.75% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 40.00 USD 1/17/2025 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: 1/17/2025
Issue date: 2/16/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.03
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.59
Implied volatility: 0.39
Historic volatility: 0.26
Parity: 0.59
Time value: 0.26
Break-even: 45.43
Moneyness: 1.16
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.77
Theta: -0.01
Omega: 3.86
Rho: 0.13
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.800
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.68%
1 Month
  -29.66%
3 Months
  -17.00%
YTD  
+27.69%
1 Year
  -39.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.800
1M High / 1M Low: 1.190 0.800
6M High / 6M Low: 1.420 0.430
High (YTD): 5/16/2024 1.420
Low (YTD): 1/22/2024 0.430
52W High: 5/16/2024 1.420
52W Low: 11/1/2023 0.290
Avg. price 1W:   0.868
Avg. volume 1W:   0.000
Avg. price 1M:   1.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.905
Avg. volume 6M:   0.000
Avg. price 1Y:   0.814
Avg. volume 1Y:   0.000
Volatility 1M:   87.78%
Volatility 6M:   100.82%
Volatility 1Y:   97.53%
Volatility 3Y:   -