Soc. Generale Call 50 DAL 20.12.2024
/ DE000SV9LL48
Soc. Generale Call 50 DAL 20.12.2.../ DE000SV9LL48 /
| 2024-09-06 9:43:13 PM |
Chg.+0.010 |
Bid9:58:57 PM |
Ask9:58:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
+8.33% |
0.120
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
Delta Air Lines Inc |
50.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV9LL4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-11 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
29.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.04 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.27 |
| Parity: |
-0.72 |
| Time value: |
0.13 |
| Break-even: |
46.40 |
| Moneyness: |
0.84 |
| Premium: |
0.22 |
| Premium p.a.: |
1.03 |
| Spread abs.: |
0.01 |
| Spread %: |
8.33% |
| Delta: |
0.27 |
| Theta: |
-0.01 |
| Omega: |
7.98 |
| Rho: |
0.03 |
Quote data
| Open: |
0.110 |
| High: |
0.140 |
| Low: |
0.110 |
| Previous Close: |
0.120 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.33% |
| 1 Month |
|
|
+34.02% |
| 3 Months |
|
|
-76.79% |
| YTD |
|
|
-51.85% |
| 1 Year |
|
|
-67.50% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.110 |
| 1M High / 1M Low: |
0.130 |
0.063 |
| 6M High / 6M Low: |
0.780 |
0.063 |
| High (YTD): |
2024-05-13 |
0.780 |
| Low (YTD): |
2024-08-15 |
0.063 |
| 52W High: |
2024-05-13 |
0.780 |
| 52W Low: |
2024-08-15 |
0.063 |
| Avg. price 1W: |
|
0.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.098 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.376 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.298 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
225.47% |
| Volatility 6M: |
|
214.10% |
| Volatility 1Y: |
|
184.50% |
| Volatility 3Y: |
|
- |
