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Soc. Generale Call 46 DAL 17.01.2.../  DE000SQ86WZ3  /

Frankfurt Zert./SG
14/11/2024  21:46:18 Chg.+0.020 Bid21:59:53 Ask- Underlying Strike price Expiration date Option type
1.860EUR +1.09% 1.860
Bid Size: 6,000		 -
Ask Size: -		 Delta Air Lines Inc 46.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86WZ
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.35
Leverage: Yes

Calculated values

Fair value: 1.77
Intrinsic value: 1.75
Implied volatility: 0.60
Historic volatility: 0.30
Parity: 1.75
Time value: 0.07
Break-even: 61.74
Moneyness: 1.40
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 3.13
Rho: 0.07
 

Quote data

Open: 1.790
High: 1.960
Low: 1.790
Previous Close: 1.840
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+27.40%
1 Month  
+121.43%
3 Months  
+1140.00%
YTD  
+353.66%
1 Year  
+615.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.840 1.460
1M High / 1M Low: 1.840 0.820
6M High / 6M Low: 1.840 0.150
High (YTD): 13/11/2024 1.840
Low (YTD): 14/08/2024 0.150
52W High: 13/11/2024 1.840
52W Low: 14/08/2024 0.150
Avg. price 1W:   1.648
Avg. volume 1W:   0.000
Avg. price 1M:   1.198
Avg. volume 1M:   0.000
Avg. price 6M:   0.634
Avg. volume 6M:   0.000
Avg. price 1Y:   0.560
Avg. volume 1Y:   0.000
Volatility 1M:   189.72%
Volatility 6M:   191.23%
Volatility 1Y:   162.33%
Volatility 3Y:   -