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Soc. Generale Call 40 DAL 20.12.2.../  DE000SV456Q4  /

Frankfurt Zert./SG
11/15/2024  2:28:35 PM Chg.-0.090 Bid2:29:35 PM Ask- Underlying Strike price Expiration date Option type
2.310EUR -3.75% 2.300
Bid Size: 5,000		 -
Ask Size: -		 Delta Air Lines Inc 40.00 USD 12/20/2024 Call
 

Master data

WKN: SV456Q
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 2.37
Intrinsic value: 2.36
Implied volatility: 0.77
Historic volatility: 0.30
Parity: 2.36
Time value: 0.02
Break-even: 61.79
Moneyness: 1.62
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.98
Theta: -0.01
Omega: 2.55
Rho: 0.04
 

Quote data

Open: 2.300
High: 2.320
Low: 2.290
Previous Close: 2.400
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.50%
1 Month  
+86.29%
3 Months  
+725.00%
YTD  
+272.58%
1 Year  
+450.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.400 2.000
1M High / 1M Low: 2.400 1.240
6M High / 6M Low: 2.400 0.280
High (YTD): 11/14/2024 2.400
Low (YTD): 8/15/2024 0.280
52W High: 11/14/2024 2.400
52W Low: 8/15/2024 0.280
Avg. price 1W:   2.250
Avg. volume 1W:   0.000
Avg. price 1M:   1.719
Avg. volume 1M:   0.000
Avg. price 6M:   0.959
Avg. volume 6M:   0.000
Avg. price 1Y:   0.846
Avg. volume 1Y:   0.000
Volatility 1M:   141.08%
Volatility 6M:   160.42%
Volatility 1Y:   137.53%
Volatility 3Y:   -