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Soc. Generale Call 50 DAL 20.12.2.../  DE000SV9LL48  /

Frankfurt Zert./SG
11/14/2024  9:36:29 PM Chg.+0.030 Bid9:59:40 PM Ask- Underlying Strike price Expiration date Option type
1.470EUR +2.08% 1.460
Bid Size: 6,000		 -
Ask Size: -		 Delta Air Lines Inc 50.00 USD 12/20/2024 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: 12/20/2024
Issue date: 7/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.30
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.37
Implied volatility: 0.59
Historic volatility: 0.30
Parity: 1.37
Time value: 0.05
Break-even: 61.52
Moneyness: 1.29
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.93
Theta: -0.02
Omega: 4.00
Rho: 0.04
 

Quote data

Open: 1.380
High: 1.540
Low: 1.380
Previous Close: 1.440
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+36.11%
1 Month  
+188.24%
3 Months  
+1570.45%
YTD  
+444.44%
1 Year  
+818.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.440 1.080
1M High / 1M Low: 1.440 0.490
6M High / 6M Low: 1.440 0.063
High (YTD): 11/13/2024 1.440
Low (YTD): 8/15/2024 0.063
52W High: 11/13/2024 1.440
52W Low: 8/15/2024 0.063
Avg. price 1W:   1.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.833
Avg. volume 1M:   0.000
Avg. price 6M:   0.403
Avg. volume 6M:   0.000
Avg. price 1Y:   0.361
Avg. volume 1Y:   0.000
Volatility 1M:   268.57%
Volatility 6M:   267.92%
Volatility 1Y:   215.85%
Volatility 3Y:   -