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Soc. Generale Call 50 DAL 17.01.2.../  DE000SV9LSW6  /

EUWAX
16/07/2024  08:15:52 Chg.-0.030 Bid22:00:33 Ask22:00:33 Underlying Strike price Expiration date Option type
0.170EUR -15.00% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 50.00 USD 17/01/2025 Call
 

Master data

WKN: SV9LSW
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 17/01/2025
Issue date: 11/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.77
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.26
Parity: -0.64
Time value: 0.19
Break-even: 47.78
Moneyness: 0.86
Premium: 0.21
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 5.56%
Delta: 0.34
Theta: -0.01
Omega: 7.00
Rho: 0.06
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -51.43%
1 Month
  -70.18%
3 Months
  -63.04%
YTD
  -43.33%
1 Year
  -76.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.200
1M High / 1M Low: 0.560 0.200
6M High / 6M Low: 0.790 0.160
High (YTD): 16/05/2024 0.790
Low (YTD): 19/01/2024 0.160
52W High: 20/07/2023 0.860
52W Low: 01/11/2023 0.120
Avg. price 1W:   0.308
Avg. volume 1W:   0.000
Avg. price 1M:   0.427
Avg. volume 1M:   0.000
Avg. price 6M:   0.437
Avg. volume 6M:   0.000
Avg. price 1Y:   0.399
Avg. volume 1Y:   0.000
Volatility 1M:   163.08%
Volatility 6M:   134.14%
Volatility 1Y:   134.80%
Volatility 3Y:   -