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Soc. Generale Call 56 DAL 17.01.2.../  DE000SV74YJ9  /

Frankfurt Zert./SG
14/11/2024  19:25:56 Chg.+0.040 Bid20:20:06 Ask20:20:06 Underlying Strike price Expiration date Option type
1.040EUR +4.00% 1.050
Bid Size: 100,000		 1.060
Ask Size: 100,000		 Delta Air Lines Inc 56.00 USD 17/01/2025 Call
 

Master data

WKN: SV74YJ
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 56.00 USD
Maturity: 17/01/2025
Issue date: 30/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.16
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.80
Implied volatility: 0.49
Historic volatility: 0.30
Parity: 0.80
Time value: 0.19
Break-even: 62.90
Moneyness: 1.15
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.02%
Delta: 0.79
Theta: -0.03
Omega: 4.89
Rho: 0.07
 

Quote data

Open: 0.950
High: 1.100
Low: 0.950
Previous Close: 1.000
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+48.57%
1 Month  
+258.62%
3 Months  
+1757.14%
YTD  
+477.78%
1 Year  
+845.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.000 0.700
1M High / 1M Low: 1.000 0.290
6M High / 6M Low: 1.000 0.041
High (YTD): 13/11/2024 1.000
Low (YTD): 15/08/2024 0.041
52W High: 13/11/2024 1.000
52W Low: 15/08/2024 0.041
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.534
Avg. volume 1M:   0.000
Avg. price 6M:   0.257
Avg. volume 6M:   0.000
Avg. price 1Y:   0.234
Avg. volume 1Y:   0.000
Volatility 1M:   329.66%
Volatility 6M:   284.51%
Volatility 1Y:   230.60%
Volatility 3Y:   -