Soc. Generale Call 40 DAL 21.03.2025
/ DE000SW2X8L1
Soc. Generale Call 40 DAL 21.03.2.../ DE000SW2X8L1 /
| 8/5/2024 3:41:22 PM |
Chg.-0.100 |
Bid4:40:15 PM |
Ask4:40:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
-20.83% |
0.420
Bid Size: 175,000 |
0.430
Ask Size: 175,000 |
Delta Air Lines Inc |
40.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW2X8L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/31/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.34 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.02 |
| Time value: |
0.49 |
| Break-even: |
41.56 |
| Moneyness: |
1.00 |
| Premium: |
0.14 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.01 |
| Spread %: |
2.08% |
| Delta: |
0.59 |
| Theta: |
-0.01 |
| Omega: |
4.36 |
| Rho: |
0.10 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.340 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.42% |
| 1 Month |
|
|
-57.30% |
| 3 Months |
|
|
-72.46% |
| YTD |
|
|
-46.48% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.480 |
| 1M High / 1M Low: |
0.960 |
0.480 |
| 6M High / 6M Low: |
1.540 |
0.480 |
| High (YTD): |
5/13/2024 |
1.540 |
| Low (YTD): |
1/22/2024 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.602 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.741 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.004 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.32% |
| Volatility 6M: |
|
101.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
