Soc. Generale Call 40 DAL 19.12.2025
/ DE000SY2YWN2
Soc. Generale Call 40 DAL 19.12.2.../ DE000SY2YWN2 /
| 11/15/2024 9:48:23 PM |
Chg.-0.070 |
Bid9:58:02 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.600EUR |
-2.62% |
2.590
Bid Size: 6,000 |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
12/19/2025 |
Call |
Master data
| WKN: |
SY2YWN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
12/19/2025 |
| Issue date: |
7/10/2024 |
| Last trading day: |
12/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.45 |
| Intrinsic value: |
2.29 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.30 |
| Parity: |
2.29 |
| Time value: |
0.30 |
| Break-even: |
63.89 |
| Moneyness: |
1.60 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
2.11 |
| Rho: |
0.31 |
Quote data
| Open: |
2.590 |
| High: |
2.660 |
| Low: |
2.570 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.54% |
| 1 Month |
|
|
+47.73% |
| 3 Months |
|
|
+271.43% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.670 |
2.480 |
| 1M High / 1M Low: |
2.670 |
1.680 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.592 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.06% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
