Soc. Generale Call 45 DAL 19.09.2025
/ DE000SU95R27
Soc. Generale Call 45 DAL 19.09.2.../ DE000SU95R27 /
10/07/2024 21:17:58 |
Chg.0.000 |
Bid21:18:13 |
Ask21:18:13 |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
0.00% |
0.870 Bid Size: 125,000 |
0.880 Ask Size: 125,000 |
Delta Air Lines Inc |
45.00 USD |
19/09/2025 |
Call |
Master data
WKN: |
SU95R2 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 USD |
Maturity: |
19/09/2025 |
Issue date: |
01/03/2024 |
Last trading day: |
18/09/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.66 |
Intrinsic value: |
0.17 |
Implied volatility: |
0.38 |
Historic volatility: |
0.26 |
Parity: |
0.17 |
Time value: |
0.70 |
Break-even: |
50.31 |
Moneyness: |
1.04 |
Premium: |
0.16 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
1.16% |
Delta: |
0.66 |
Theta: |
-0.01 |
Omega: |
3.29 |
Rho: |
0.24 |
Quote data
Open: |
0.850 |
High: |
0.870 |
Low: |
0.850 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.14% |
1 Month |
|
|
-24.35% |
3 Months |
|
|
-5.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.880 |
0.800 |
1M High / 1M Low: |
1.150 |
0.800 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.850 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.989 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.41% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |