Soc. Generale Call 55 DAL 20.12.2024
/ DE000SV9LL55
Soc. Generale Call 55 DAL 20.12.2.../ DE000SV9LL55 /
| 9/17/2024 9:47:55 PM |
Chg.+0.022 |
Bid9:58:02 PM |
Ask9:58:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+25.00% |
0.120
Bid Size: 15,000 |
0.130
Ask Size: 15,000 |
Delta Air Lines Inc |
55.00 USD |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
7/11/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-0.87 |
| Time value: |
0.10 |
| Break-even: |
50.41 |
| Moneyness: |
0.82 |
| Premium: |
0.24 |
| Premium p.a.: |
1.29 |
| Spread abs.: |
0.01 |
| Spread %: |
11.24% |
| Delta: |
0.22 |
| Theta: |
-0.01 |
| Omega: |
9.09 |
| Rho: |
0.02 |
Quote data
| Open: |
0.084 |
| High: |
0.130 |
| Low: |
0.084 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.22% |
| 1 Month |
|
|
+129.17% |
| 3 Months |
|
|
-64.52% |
| YTD |
|
|
-38.89% |
| 1 Year |
|
|
-45.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.085 |
| 1M High / 1M Low: |
0.110 |
0.052 |
| 6M High / 6M Low: |
0.540 |
0.036 |
| High (YTD): |
5/13/2024 |
0.540 |
| Low (YTD): |
8/7/2024 |
0.036 |
| 52W High: |
5/13/2024 |
0.540 |
| 52W Low: |
8/7/2024 |
0.036 |
| Avg. price 1W: |
|
0.093 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.233 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.186 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
190.56% |
| Volatility 6M: |
|
245.42% |
| Volatility 1Y: |
|
208.57% |
| Volatility 3Y: |
|
- |
