Soc. Generale Call 52 DAL 20.12.2024
/ DE000SW7EQU2
Soc. Generale Call 52 DAL 20.12.2.../ DE000SW7EQU2 /
| 2024-11-14 8:13:37 PM |
Chg.+0.060 |
Bid2024-11-14 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.310EUR |
+4.80% |
1.310
Bid Size: 100,000 |
-
Ask Size: - |
Delta Air Lines Inc |
52.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SW7EQU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-07 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.20 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.30 |
| Parity: |
1.18 |
| Time value: |
0.06 |
| Break-even: |
61.62 |
| Moneyness: |
1.24 |
| Premium: |
0.01 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.91 |
| Theta: |
-0.03 |
| Omega: |
4.49 |
| Rho: |
0.04 |
Quote data
| Open: |
1.210 |
| High: |
1.380 |
| Low: |
1.210 |
| Previous Close: |
1.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.19% |
| 1 Month |
|
|
+235.90% |
| 3 Months |
|
|
+1798.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.890 |
| 1M High / 1M Low: |
1.250 |
0.370 |
| 6M High / 6M Low: |
1.250 |
0.050 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.689 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.330 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
322.22% |
| Volatility 6M: |
|
288.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
