Soc. Generale Call 54 DAL 21.03.2025
/ DE000SW70K05
Soc. Generale Call 54 DAL 21.03.2.../ DE000SW70K05 /
| 11/14/2024 8:17:23 PM |
Chg.+0.050 |
Bid8:46:31 PM |
Ask8:46:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.320EUR |
+3.94% |
1.320
Bid Size: 100,000 |
1.330
Ask Size: 100,000 |
Delta Air Lines Inc |
54.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/20/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.12 |
| Intrinsic value: |
0.99 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.30 |
| Parity: |
0.99 |
| Time value: |
0.26 |
| Break-even: |
63.61 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
3.91 |
| Rho: |
0.13 |
Quote data
| Open: |
1.220 |
| High: |
1.360 |
| Low: |
1.220 |
| Previous Close: |
1.270 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.95% |
| 1 Month |
|
|
+169.39% |
| 3 Months |
|
|
+1246.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.270 |
0.950 |
| 1M High / 1M Low: |
1.270 |
0.460 |
| 6M High / 6M Low: |
1.270 |
0.076 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.104 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.382 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
238.85% |
| Volatility 6M: |
|
226.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
