OverviewChartNewsTraderScreen

Soc. Generale Call 54 DAL 20.09.2.../  DE000SW1YVQ1  /

Frankfurt Zert./SG
2024-07-09  11:00:32 AM Chg.+0.004 Bid11:18:42 AM Ask11:18:42 AM Underlying Strike price Expiration date Option type
0.087EUR +4.82% 0.088
Bid Size: 15,000		 0.098
Ask Size: 15,000		 Delta Air Lines Inc 54.00 USD 2024-09-20 Call
 

Master data

WKN: SW1YVQ
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 2024-09-20
Issue date: 2023-08-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.02
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.26
Parity: -0.71
Time value: 0.09
Break-even: 50.79
Moneyness: 0.86
Premium: 0.19
Premium p.a.: 1.35
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.23
Theta: -0.02
Omega: 10.61
Rho: 0.02
 

Quote data

Open: 0.082
High: 0.087
Low: 0.082
Previous Close: 0.083
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -3.33%
1 Month
  -62.17%
3 Months
  -62.17%
YTD
  -27.50%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.073
1M High / 1M Low: 0.240 0.073
6M High / 6M Low: 0.400 0.048
High (YTD): 2024-05-14 0.400
Low (YTD): 2024-01-22 0.048
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.156
Avg. volume 1M:   0.000
Avg. price 6M:   0.174
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.32%
Volatility 6M:   219.41%
Volatility 1Y:   -
Volatility 3Y:   -