Soc. Generale Call 54 DAL 21.03.2025
/ DE000SW70K05
Soc. Generale Call 54 DAL 21.03.2.../ DE000SW70K05 /
| 2024-11-13 9:39:42 AM |
Chg.-0.010 |
Bid9:48:00 AM |
Ask9:48:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.180EUR |
-0.84% |
1.190
Bid Size: 7,000 |
1.250
Ask Size: 7,000 |
Delta Air Lines Inc |
54.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW70K0 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
54.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.90 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.90 |
| Time value: |
0.27 |
| Break-even: |
62.34 |
| Moneyness: |
1.18 |
| Premium: |
0.05 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
4.00 |
| Rho: |
0.12 |
Quote data
| Open: |
1.170 |
| High: |
1.180 |
| Low: |
1.170 |
| Previous Close: |
1.190 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.26% |
| 1 Month |
|
|
+202.56% |
| 3 Months |
|
|
+1091.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.950 |
| 1M High / 1M Low: |
1.190 |
0.460 |
| 6M High / 6M Low: |
1.190 |
0.076 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.066 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.735 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.378 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.70% |
| Volatility 6M: |
|
226.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
