Soc. Generale Call 52 DAL 21.03.2025
/ DE000SW7LFY2
Soc. Generale Call 52 DAL 21.03.2.../ DE000SW7LFY2 /
09/10/2024 08:22:59 |
Chg.- |
Bid07:48:09 |
Ask07:48:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
- |
0.410 Bid Size: 10,000 |
0.450 Ask Size: 10,000 |
Delta Air Lines Inc |
52.00 USD |
21/03/2025 |
Call |
Master data
WKN: |
SW7LFY |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 USD |
Maturity: |
21/03/2025 |
Issue date: |
12/03/2024 |
Last trading day: |
20/03/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.30 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.28 |
Parity: |
-0.16 |
Time value: |
0.44 |
Break-even: |
51.96 |
Moneyness: |
0.97 |
Premium: |
0.13 |
Premium p.a.: |
0.32 |
Spread abs.: |
0.01 |
Spread %: |
2.33% |
Delta: |
0.52 |
Theta: |
-0.02 |
Omega: |
5.47 |
Rho: |
0.09 |
Quote data
Open: |
0.450 |
High: |
0.450 |
Low: |
0.450 |
Previous Close: |
0.420 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+32.35% |
1 Month |
|
|
+136.84% |
3 Months |
|
|
+18.42% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.340 |
1M High / 1M Low: |
0.510 |
0.190 |
6M High / 6M Low: |
0.770 |
0.090 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.397 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.329 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.392 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.32% |
Volatility 6M: |
|
205.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |