Soc. Generale Call 54 DAL 20.12.2024
/ DE000SW70KZ0
Soc. Generale Call 54 DAL 20.12.2.../ DE000SW70KZ0 /
| 01/08/2024 21:46:37 |
Chg.-0.024 |
Bid08:33:03 |
Ask08:33:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.066EUR |
-26.67% |
0.068
Bid Size: 15,000 |
0.079
Ask Size: 15,000 |
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: |
39.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-1.01 |
| Time value: |
0.10 |
| Break-even: |
50.89 |
| Moneyness: |
0.80 |
| Premium: |
0.28 |
| Premium p.a.: |
0.90 |
| Spread abs.: |
0.01 |
| Spread %: |
11.11% |
| Delta: |
0.21 |
| Theta: |
-0.01 |
| Omega: |
8.42 |
| Rho: |
0.03 |
Quote data
| Open: |
0.088 |
| High: |
0.090 |
| Low: |
0.066 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-40.00% |
| 1 Month |
|
|
-68.57% |
| 3 Months |
|
|
-85.96% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.066 |
| 1M High / 1M Low: |
0.230 |
0.066 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.140 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
403.43% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
