Soc. Generale Call 48 DAL 20.12.2024
/ DE000SU5GH05
Soc. Generale Call 48 DAL 20.12.2.../ DE000SU5GH05 /
| 7/8/2024 9:45:05 PM |
Chg.+0.010 |
Bid9:58:03 PM |
Ask9:58:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
+2.63% |
0.390
Bid Size: 10,000 |
0.400
Ask Size: 10,000 |
Delta Air Lines Inc |
48.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SU5GH0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/8/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.19 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
-0.18 |
| Time value: |
0.38 |
| Break-even: |
48.14 |
| Moneyness: |
0.96 |
| Premium: |
0.13 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
2.70% |
| Delta: |
0.51 |
| Theta: |
-0.01 |
| Omega: |
5.70 |
| Rho: |
0.08 |
Quote data
| Open: |
0.360 |
| High: |
0.410 |
| Low: |
0.360 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.50% |
| 1 Month |
|
|
-40.91% |
| 3 Months |
|
|
-31.58% |
| YTD |
|
|
+18.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.380 |
| 1M High / 1M Low: |
0.670 |
0.380 |
| 6M High / 6M Low: |
0.910 |
0.180 |
| High (YTD): |
5/13/2024 |
0.910 |
| Low (YTD): |
1/22/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.404 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.530 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.486 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.00% |
| Volatility 6M: |
|
135.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
