Soc. Generale Call 56 DAL 20.12.2024
/ DE000SW8AWG5
Soc. Generale Call 56 DAL 20.12.2.../ DE000SW8AWG5 /
| 11/15/2024 2:24:32 PM |
Chg.-0.040 |
Bid2:43:18 PM |
Ask2:43:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-4.30% |
0.870
Bid Size: 6,000 |
0.960
Ask Size: 6,000 |
Delta Air Lines Inc |
56.00 USD |
12/20/2024 |
Call |
Master data
| WKN: |
SW8AWG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
3/27/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.87 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.30 |
| Parity: |
0.84 |
| Time value: |
0.10 |
| Break-even: |
62.58 |
| Moneyness: |
1.16 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
0.85 |
| Theta: |
-0.04 |
| Omega: |
5.55 |
| Rho: |
0.04 |
Quote data
| Open: |
0.870 |
| High: |
0.890 |
| Low: |
0.860 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+43.55% |
| 1 Month |
|
|
+323.81% |
| 3 Months |
|
|
+2372.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.930 |
0.620 |
| 1M High / 1M Low: |
0.930 |
0.210 |
| 6M High / 6M Low: |
0.930 |
0.033 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.824 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.218 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
405.87% |
| Volatility 6M: |
|
335.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
