Soc. Generale Call 48 DAL 20.09.2024
/ DE000SW1YVN8
Soc. Generale Call 48 DAL 20.09.2.../ DE000SW1YVN8 /
| 02/08/2024 09:27:27 |
Chg.-0.023 |
Bid17:56:41 |
Ask17:56:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-39.66% |
0.035
Bid Size: 250,000 |
0.045
Ask Size: 250,000 |
Delta Air Lines Inc |
48.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW1YVN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
07/08/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.27 |
| Parity: |
-0.60 |
| Time value: |
0.05 |
| Break-even: |
45.03 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
2.23 |
| Spread abs.: |
0.01 |
| Spread %: |
23.26% |
| Delta: |
0.19 |
| Theta: |
-0.02 |
| Omega: |
13.45 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.058 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-58.33% |
| 1 Month |
|
|
-86.54% |
| 3 Months |
|
|
-93.52% |
| YTD |
|
|
-85.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.058 |
| 1M High / 1M Low: |
0.270 |
0.058 |
| 6M High / 6M Low: |
0.720 |
0.058 |
| High (YTD): |
16/05/2024 |
0.720 |
| Low (YTD): |
01/08/2024 |
0.058 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.150 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.347 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
532.96% |
| Volatility 6M: |
|
260.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
