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Soc. Generale Call 46 DAL 20.09.2.../  DE000SW1YVM0  /

Frankfurt Zert./SG
12/09/2024  09:49:57 Chg.-0.006 Bid21:59:45 Ask- Underlying Strike price Expiration date Option type
0.040EUR -13.04% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 46.00 - 20/09/2024 Call
 

Master data

WKN: SW1YVM
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 46.00 -
Maturity: 20/09/2024
Issue date: 07/08/2023
Last trading day: 12/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 116.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.24
Historic volatility: 0.27
Parity: -0.53
Time value: 0.04
Break-even: 46.35
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.00
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.15
Theta: -0.18
Omega: 17.87
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.040
Low: 0.039
Previous Close: 0.046
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+25.00%
1 Month  
+60.00%
3 Months
  -92.98%
YTD
  -86.21%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.046 0.032
1M High / 1M Low: 0.046 0.017
6M High / 6M Low: 0.880 0.014
High (YTD): 13/05/2024 0.880
Low (YTD): 15/08/2024 0.014
52W High: 13/05/2024 0.880
52W Low: 15/08/2024 0.014
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.390
Avg. volume 6M:   0.000
Avg. price 1Y:   0.309
Avg. volume 1Y:   0.000
Volatility 1M:   478.97%
Volatility 6M:   357.67%
Volatility 1Y:   278.19%
Volatility 3Y:   -