Soc. Generale Call 42 DAL 17.01.2025
/ DE000SQ86WX8
Soc. Generale Call 42 DAL 17.01.2.../ DE000SQ86WX8 /
| 8/2/2024 8:49:29 AM |
Chg.-0.080 |
Bid9:18:18 PM |
Ask9:18:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-17.02% |
0.340
Bid Size: 175,000 |
0.350
Ask Size: 175,000 |
Delta Air Lines Inc |
42.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SQ86WX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 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: |
9.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.29 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.05 |
| Time value: |
0.42 |
| Break-even: |
43.14 |
| Moneyness: |
0.99 |
| Premium: |
0.12 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
2.44% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
5.13 |
| Rho: |
0.08 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-23.53% |
| 1 Month |
|
|
-48.68% |
| 3 Months |
|
|
-63.55% |
| YTD |
|
|
-31.58% |
| 1 Year |
|
|
-61.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.540 |
0.470 |
| 1M High / 1M Low: |
0.790 |
0.460 |
| 6M High / 6M Low: |
1.290 |
0.440 |
| High (YTD): |
5/16/2024 |
1.290 |
| Low (YTD): |
1/22/2024 |
0.350 |
| 52W High: |
5/16/2024 |
1.290 |
| 52W Low: |
11/1/2023 |
0.240 |
| Avg. price 1W: |
|
0.500 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.607 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.812 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.679 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
196.80% |
| Volatility 6M: |
|
115.62% |
| Volatility 1Y: |
|
116.95% |
| Volatility 3Y: |
|
- |
