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Soc. Generale Call 55 DAL 20.12.2.../  DE000SV9LL55  /

Frankfurt Zert./SG
15/11/2024  13:12:39 Chg.-0.050 Bid15/11/2024 Ask15/11/2024 Underlying Strike price Expiration date Option type
0.970EUR -4.90% 0.970
Bid Size: 6,000		 1.070
Ask Size: 6,000		 Delta Air Lines Inc 55.00 USD 20/12/2024 Call
 

Master data

WKN: SV9LL5
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 20/12/2024
Issue date: 11/07/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.98
Leverage: Yes

Calculated values

Fair value: 0.96
Intrinsic value: 0.94
Implied volatility: 0.54
Historic volatility: 0.30
Parity: 0.94
Time value: 0.09
Break-even: 62.53
Moneyness: 1.18
Premium: 0.02
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.98%
Delta: 0.86
Theta: -0.04
Omega: 5.15
Rho: 0.04
 

Quote data

Open: 0.950
High: 0.970
Low: 0.940
Previous Close: 1.020
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+40.58%
1 Month  
+288.00%
3 Months  
+1696.30%
YTD  
+438.89%
1 Year  
+781.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.020 0.690
1M High / 1M Low: 1.020 0.250
6M High / 6M Low: 1.020 0.036
High (YTD): 14/11/2024 1.020
Low (YTD): 07/08/2024 0.036
52W High: 14/11/2024 1.020
52W Low: 07/08/2024 0.036
Avg. price 1W:   0.904
Avg. volume 1W:   0.000
Avg. price 1M:   0.535
Avg. volume 1M:   0.000
Avg. price 6M:   0.244
Avg. volume 6M:   0.000
Avg. price 1Y:   0.226
Avg. volume 1Y:   0.000
Volatility 1M:   373.97%
Volatility 6M:   321.16%
Volatility 1Y:   256.09%
Volatility 3Y:   -