Soc. Generale Call 45 DAL 19.09.2025
/ DE000SU95R27
Soc. Generale Call 45 DAL 19.09.2.../ DE000SU95R27 /
| 10/11/2024 9:37:12 PM |
Chg.+0.100 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.060EUR |
+10.42% |
1.070
Bid Size: 7,000 |
1.080
Ask Size: 7,000 |
Delta Air Lines Inc |
45.00 USD |
9/19/2025 |
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: |
9/19/2025 |
| Issue date: |
3/1/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.90 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.28 |
| Parity: |
0.58 |
| Time value: |
0.50 |
| Break-even: |
51.95 |
| Moneyness: |
1.14 |
| Premium: |
0.11 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.93% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.22 |
Quote data
| Open: |
0.980 |
| High: |
1.060 |
| Low: |
0.940 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.77% |
| 1 Month |
|
|
+58.21% |
| 3 Months |
|
|
+68.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.960 |
| 1M High / 1M Low: |
1.090 |
0.670 |
| 6M High / 6M Low: |
1.400 |
0.360 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.018 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.890 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.870 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.90% |
| Volatility 6M: |
|
122.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
