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

EUWAX
8/2/2024  9:19:25 AM Chg.-0.020 Bid11:55:43 AM Ask11:55:43 AM Underlying Strike price Expiration date Option type
0.067EUR -22.99% 0.073
Bid Size: 15,000		 0.083
Ask Size: 15,000		 Delta Air Lines Inc 56.00 USD 1/17/2025 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: 1/17/2025
Issue date: 6/30/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 45.26
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -1.34
Time value: 0.09
Break-even: 52.77
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 13.33%
Delta: 0.17
Theta: -0.01
Omega: 7.89
Rho: 0.03
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.087
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.00%
1 Month
  -68.10%
3 Months
  -82.82%
YTD
  -62.78%
1 Year
  -85.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.087
1M High / 1M Low: 0.210 0.083
6M High / 6M Low: 0.520 0.083
High (YTD): 5/15/2024 0.520
Low (YTD): 7/16/2024 0.083
52W High: 5/15/2024 0.520
52W Low: 11/1/2023 0.074
Avg. price 1W:   0.098
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.260
Avg. volume 6M:   0.000
Avg. price 1Y:   0.228
Avg. volume 1Y:   0.000
Volatility 1M:   337.15%
Volatility 6M:   189.36%
Volatility 1Y:   166.75%
Volatility 3Y:   -