Soc. Generale Call 52 DAL 21.03.2025
/ DE000SW7LFY2
Soc. Generale Call 52 DAL 21.03.2.../ DE000SW7LFY2 /
| 11/14/2024 8:23:49 AM |
Chg.+0.05 |
Bid8:06:54 PM |
Ask8:06:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.36EUR |
+3.82% |
1.47
Bid Size: 100,000 |
1.48
Ask Size: 100,000 |
Delta Air Lines Inc |
52.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.28 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.30 |
| Parity: |
1.18 |
| Time value: |
0.22 |
| Break-even: |
63.22 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
3.63 |
| Rho: |
0.13 |
Quote data
| Open: |
1.36 |
| High: |
1.36 |
| Low: |
1.36 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.33% |
| 1 Month |
|
|
+189.36% |
| 3 Months |
|
|
+1033.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.04 |
| 1M High / 1M Low: |
1.31 |
0.47 |
| 6M High / 6M Low: |
1.31 |
0.09 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.82 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.43 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.82% |
| Volatility 6M: |
|
220.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
