Soc. Generale Call 48 DAL 20.09.2024
/ DE000SW1YVN8
Soc. Generale Call 48 DAL 20.09.2.../ DE000SW1YVN8 /
| 09/07/2024 09:53:01 |
Chg.+0.020 |
Bid13:34:44 |
Ask13:34:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+9.52% |
0.230
Bid Size: 10,000 |
0.250
Ask Size: 10,000 |
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: |
17.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
-0.15 |
| Time value: |
0.24 |
| Break-even: |
46.72 |
| Moneyness: |
0.97 |
| Premium: |
0.09 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
4.35% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
8.37 |
| Rho: |
0.04 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.210 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.54% |
| 1 Month |
|
|
-54.00% |
| 3 Months |
|
|
-45.24% |
| YTD |
|
|
-4.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.210 |
| 1M High / 1M Low: |
0.500 |
0.210 |
| 6M High / 6M Low: |
0.720 |
0.120 |
| High (YTD): |
16/05/2024 |
0.720 |
| Low (YTD): |
23/01/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.252 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.376 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.353 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
165.04% |
| Volatility 6M: |
|
174.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
