Soc. Generale Call 52 DAL 20.12.2024
/ DE000SW7EQU2
Soc. Generale Call 52 DAL 20.12.2.../ DE000SW7EQU2 /
| 11/14/2024 9:44:23 AM |
Chg.+0.06 |
Bid8:01:07 PM |
Ask8:01:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+5.17% |
1.31
Bid Size: 100,000 |
-
Ask Size: - |
Delta Air Lines Inc |
52.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/7/2024 |
| Last trading day: |
12/19/2024 |
| 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: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.16 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.79% |
| 1 Month |
|
|
+320.69% |
| 3 Months |
|
|
+1642.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
0.85 |
| 1M High / 1M Low: |
1.16 |
0.29 |
| 6M High / 6M Low: |
1.16 |
0.05 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.01 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.32 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
298.55% |
| Volatility 6M: |
|
287.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
