Soc. Generale Call 45 DAL 21.03.2025
/ DE000SW2X8M9
Soc. Generale Call 45 DAL 21.03.2.../ DE000SW2X8M9 /
| 2024-07-09 10:54:06 AM |
Chg.0.000 |
Bid2024-07-09 |
Ask2024-07-09 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
0.00% |
0.630
Bid Size: 9,000 |
0.660
Ask Size: 9,000 |
Delta Air Lines Inc |
45.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW2X8M |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-08-31 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.48 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.12 |
| Time value: |
0.51 |
| Break-even: |
47.85 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
1.61% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
4.28 |
| Rho: |
0.14 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.610 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.08% |
| 1 Month |
|
|
-32.26% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
+26.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.680 |
0.610 |
| 1M High / 1M Low: |
0.940 |
0.610 |
| 6M High / 6M Low: |
1.190 |
0.310 |
| High (YTD): |
2024-05-13 |
1.190 |
| Low (YTD): |
2024-01-22 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.790 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
97.26% |
| Volatility 6M: |
|
109.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
