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Soc. Generale Call 45 DAL 20.12.2.../  DE000SV6KA11  /

Frankfurt Zert./SG
11/10/2024  15:52:20 Chg.-0.020 Bid16:41:29 Ask16:41:29 Underlying Strike price Expiration date Option type
0.590EUR -3.28% 0.660
Bid Size: 100,000		 0.670
Ask Size: 100,000		 Delta Air Lines Inc 45.00 USD 20/12/2024 Call
 

Master data

WKN: SV6KA1
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 45.00 USD
Maturity: 20/12/2024
Issue date: 19/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.08
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.48
Implied volatility: 0.44
Historic volatility: 0.28
Parity: 0.48
Time value: 0.17
Break-even: 47.66
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.56%
Delta: 0.76
Theta: -0.02
Omega: 5.37
Rho: 0.05
 

Quote data

Open: 0.610
High: 0.610
Low: 0.590
Previous Close: 0.610
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.72%
1 Month  
+78.79%
3 Months  
+51.28%
YTD  
+40.48%
1 Year  
+84.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.700 0.580
1M High / 1M Low: 0.770 0.320
6M High / 6M Low: 1.080 0.130
High (YTD): 13/05/2024 1.080
Low (YTD): 15/08/2024 0.130
52W High: 13/05/2024 1.080
52W Low: 15/08/2024 0.130
Avg. price 1W:   0.638
Avg. volume 1W:   0.000
Avg. price 1M:   0.525
Avg. volume 1M:   0.000
Avg. price 6M:   0.571
Avg. volume 6M:   0.000
Avg. price 1Y:   0.473
Avg. volume 1Y:   0.000
Volatility 1M:   220.13%
Volatility 6M:   195.12%
Volatility 1Y:   166.21%
Volatility 3Y:   -