Soc. Generale Call 50 DAL 21.03.2025
/ DE000SW2X8N7
Soc. Generale Call 50 DAL 21.03.2.../ DE000SW2X8N7 /
2024-07-16 9:45:18 PM |
Chg.+0.120 |
Bid9:58:06 PM |
Ask9:58:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.350EUR |
+52.17% |
0.360 Bid Size: 10,000 |
0.370 Ask Size: 10,000 |
Delta Air Lines Inc |
50.00 USD |
2025-03-21 |
Call |
Master data
WKN: |
SW2X8N |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
50.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2023-08-31 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
16.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.26 |
Parity: |
-0.64 |
Time value: |
0.24 |
Break-even: |
48.28 |
Moneyness: |
0.86 |
Premium: |
0.22 |
Premium p.a.: |
0.35 |
Spread abs.: |
0.01 |
Spread %: |
4.35% |
Delta: |
0.37 |
Theta: |
-0.01 |
Omega: |
6.13 |
Rho: |
0.08 |
Quote data
Open: |
0.230 |
High: |
0.350 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-23.91% |
1 Month |
|
|
-38.60% |
3 Months |
|
|
-35.19% |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.460 |
0.230 |
1M High / 1M Low: |
0.640 |
0.230 |
6M High / 6M Low: |
0.890 |
0.200 |
High (YTD): |
2024-05-13 |
0.890 |
Low (YTD): |
2024-01-22 |
0.200 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.348 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.489 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.507 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
141.08% |
Volatility 6M: |
|
126.57% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |