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Soc. Generale Call 58 DAL 17.01.2.../  DE000SV74YK7  /

EUWAX
2024-10-09  9:28:01 AM Chg.- Bid7:48:06 AM Ask7:48:06 AM Underlying Strike price Expiration date Option type
0.170EUR - 0.150
Bid Size: 15,000		 0.170
Ask Size: 15,000		 Delta Air Lines Inc 58.00 USD 2025-01-17 Call
 

Master data

WKN: SV74YK
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-30
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 28.75
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.28
Parity: -0.71
Time value: 0.16
Break-even: 54.65
Moneyness: 0.87
Premium: 0.19
Premium p.a.: 0.90
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.29
Theta: -0.02
Omega: 8.47
Rho: 0.03
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.150
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+41.67%
1 Month  
+109.88%
3 Months     0.00%
YTD  
+6.25%
1 Year  
+30.77%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.220 0.081
6M High / 6M Low: 0.440 0.032
High (YTD): 2024-05-15 0.440
Low (YTD): 2024-08-15 0.032
52W High: 2024-05-15 0.440
52W Low: 2024-08-15 0.032
Avg. price 1W:   0.148
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.187
Avg. volume 6M:   0.000
Avg. price 1Y:   0.158
Avg. volume 1Y:   0.000
Volatility 1M:   329.56%
Volatility 6M:   250.64%
Volatility 1Y:   209.41%
Volatility 3Y:   -