Soc. Generale Call 44 DAL 20.09.2024
/ DE000SW1YVL2
Soc. Generale Call 44 DAL 20.09.2.../ DE000SW1YVL2 /
| 02/08/2024 09:27:27 |
Chg.-0.063 |
Bid22:00:37 |
Ask22:00:37 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.097EUR |
-39.38% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
44.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW1YVL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
44.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
39.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-0.38 |
| Time value: |
0.09 |
| Break-even: |
41.26 |
| Moneyness: |
0.91 |
| Premium: |
0.13 |
| Premium p.a.: |
1.54 |
| Spread abs.: |
0.01 |
| Spread %: |
12.05% |
| Delta: |
0.29 |
| Theta: |
-0.02 |
| Omega: |
11.40 |
| Rho: |
0.01 |
Quote data
| Open: |
0.097 |
| High: |
0.097 |
| Low: |
0.097 |
| Previous Close: |
0.160 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.50% |
| 1 Month |
|
|
-78.44% |
| 3 Months |
|
|
-88.31% |
| YTD |
|
|
-73.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.097 |
| 1M High / 1M Low: |
0.470 |
0.097 |
| 6M High / 6M Low: |
1.000 |
0.097 |
| High (YTD): |
15/05/2024 |
1.000 |
| Low (YTD): |
02/08/2024 |
0.097 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.169 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
430.52% |
| Volatility 6M: |
|
213.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
