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

Frankfurt Zert./SG
8/15/2024  10:04:11 AM Chg.-0.012 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.014EUR -46.15% 0.025
Bid Size: 10,000		 0.035
Ask Size: 10,000		 Delta Air Lines Inc 46.00 USD 9/20/2024 Call
 

Master data

WKN: SW1YVM
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 46.00 USD
Maturity: 9/20/2024
Issue date: 8/7/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 130.13
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.27
Parity: -0.66
Time value: 0.03
Break-even: 42.04
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 5.17
Spread abs.: 0.01
Spread %: 58.82%
Delta: 0.12
Theta: -0.01
Omega: 15.72
Rho: 0.00
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.026
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -58.82%
1 Month
  -94.17%
3 Months
  -98.25%
YTD
  -95.17%
1 Year
  -97.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.034 0.014
1M High / 1M Low: 0.240 0.014
6M High / 6M Low: 0.880 0.014
High (YTD): 5/13/2024 0.880
Low (YTD): 8/15/2024 0.014
52W High: 5/13/2024 0.880
52W Low: 8/15/2024 0.014
Avg. price 1W:   0.026
Avg. volume 1W:   0.000
Avg. price 1M:   0.099
Avg. volume 1M:   0.000
Avg. price 6M:   0.429
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   446.97%
Volatility 6M:   291.09%
Volatility 1Y:   235.24%
Volatility 3Y:   -