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

EUWAX
8/2/2024  8:25:40 AM Chg.-0.110 Bid7:19:28 PM Ask7:19:28 PM Underlying Strike price Expiration date Option type
0.420EUR -20.75% 0.380
Bid Size: 175,000		 0.390
Ask Size: 175,000		 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: 8.36
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.14
Implied volatility: 0.39
Historic volatility: 0.27
Parity: 0.14
Time value: 0.32
Break-even: 41.68
Moneyness: 1.04
Premium: 0.08
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 2.22%
Delta: 0.63
Theta: -0.01
Omega: 5.27
Rho: 0.08
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.32%
1 Month
  -50.59%
3 Months
  -64.10%
YTD
  -33.33%
1 Year
  -61.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.530
1M High / 1M Low: 0.870 0.510
6M High / 6M Low: 1.390 0.490
High (YTD): 5/16/2024 1.390
Low (YTD): 1/22/2024 0.390
52W High: 5/16/2024 1.390
52W Low: 11/1/2023 0.260
Avg. price 1W:   0.560
Avg. volume 1W:   0.000
Avg. price 1M:   0.680
Avg. volume 1M:   0.000
Avg. price 6M:   0.896
Avg. volume 6M:   0.000
Avg. price 1Y:   0.746
Avg. volume 1Y:   0.000
Volatility 1M:   199.28%
Volatility 6M:   112.75%
Volatility 1Y:   113.02%
Volatility 3Y:   -