Soc. Generale Call 48 DAL 20.06.2025
/ DE000SY13US0
Soc. Generale Call 48 DAL 20.06.2.../ DE000SY13US0 /
11/10/2024 14:29:31 |
Chg.-0.050 |
Bid22:00:35 |
Ask22:00:35 |
Underlying |
Strike price |
Expiration date |
Option type |
0.710EUR |
-6.58% |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
48.00 USD |
20/06/2025 |
Call |
Master data
WKN: |
SY13US |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
48.00 USD |
Maturity: |
20/06/2025 |
Issue date: |
21/06/2024 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.65 |
Intrinsic value: |
0.30 |
Implied volatility: |
0.40 |
Historic volatility: |
0.28 |
Parity: |
0.30 |
Time value: |
0.51 |
Break-even: |
51.99 |
Moneyness: |
1.07 |
Premium: |
0.11 |
Premium p.a.: |
0.16 |
Spread abs.: |
0.01 |
Spread %: |
1.25% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
3.88 |
Rho: |
0.16 |
Quote data
Open: |
0.710 |
High: |
0.710 |
Low: |
0.710 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+18.33% |
1 Month |
|
|
+69.05% |
3 Months |
|
|
+42.00% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.680 |
1M High / 1M Low: |
0.810 |
0.420 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.712 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.610 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
157.77% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |