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Soc. Generale Call 55 DAL 21.03.2.../  DE000SW2X8P2  /

Frankfurt Zert./SG
02/08/2024  12:21:25 Chg.+0.010 Bid02/08/2024 Ask02/08/2024 Underlying Strike price Expiration date Option type
0.120EUR +9.09% 0.110
Bid Size: 15,000		 0.120
Ask Size: 15,000		 Delta Air Lines Inc 55.00 USD 21/03/2025 Call
 

Master data

WKN: SW2X8P
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 21/03/2025
Issue date: 31/08/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.37
Historic volatility: 0.27
Parity: -1.25
Time value: 0.13
Break-even: 52.29
Moneyness: 0.75
Premium: 0.36
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.23
Theta: -0.01
Omega: 6.77
Rho: 0.05
 

Quote data

Open: 0.120
High: 0.120
Low: 0.110
Previous Close: 0.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -57.14%
3 Months
  -78.18%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.180 0.110
1M High / 1M Low: 0.300 0.110
6M High / 6M Low: 0.660 0.110
High (YTD): 13/05/2024 0.660
Low (YTD): 01/08/2024 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.350
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.26%
Volatility 6M:   169.70%
Volatility 1Y:   -
Volatility 3Y:   -