Soc. Generale Call 54 DAL 20.12.2024
/ DE000SW70KZ0
Soc. Generale Call 54 DAL 20.12.2.../ DE000SW70KZ0 /
| 14/11/2024 08:52:39 |
Chg.+0.050 |
Bid21:44:02 |
Ask21:44:02 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+5.05% |
1.110
Bid Size: 100,000 |
-
Ask Size: - |
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: |
5.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.01 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.30 |
| Parity: |
0.99 |
| Time value: |
0.08 |
| Break-even: |
61.81 |
| Moneyness: |
1.19 |
| Premium: |
0.01 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.94% |
| Delta: |
0.88 |
| Theta: |
-0.03 |
| Omega: |
5.01 |
| Rho: |
0.04 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.35% |
| 1 Month |
|
|
+395.24% |
| 3 Months |
|
|
+1757.14% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.700 |
| 1M High / 1M Low: |
0.990 |
0.210 |
| 6M High / 6M Low: |
0.990 |
0.034 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.852 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.511 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.256 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
355.37% |
| Volatility 6M: |
|
319.43% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
