Soc. Generale Call 54 DAL 20.12.2024
/ DE000SW70KZ0
Soc. Generale Call 54 DAL 20.12.2.../ DE000SW70KZ0 /
| 17/10/2024 08:45:21 |
Chg.-0.040 |
Bid09:21:49 |
Ask09:21:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-8.00% |
0.480
Bid Size: 8,000 |
0.510
Ask Size: 8,000 |
Delta Air Lines Inc |
54.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SW70KZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
15.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.19 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.28 |
| Parity: |
-0.12 |
| Time value: |
0.31 |
| Break-even: |
52.72 |
| Moneyness: |
0.98 |
| Premium: |
0.09 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
3.33% |
| Delta: |
0.50 |
| Theta: |
-0.03 |
| Omega: |
7.76 |
| Rho: |
0.04 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.460 |
| Previous Close: |
0.500 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+170.59% |
| 1 Month |
|
|
+253.85% |
| 3 Months |
|
|
+206.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.170 |
| 1M High / 1M Low: |
0.500 |
0.120 |
| 6M High / 6M Low: |
0.590 |
0.040 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.294 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.205 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.243 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
474.04% |
| Volatility 6M: |
|
308.52% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
