Soc. Generale Call 58 DAL 21.03.2025
/ DE000SW8FQN2
Soc. Generale Call 58 DAL 21.03.2.../ DE000SW8FQN2 /
| 11/14/2024 9:42:55 AM |
Chg.+0.050 |
Bid7:58:12 PM |
Ask7:58:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
+5.49% |
1.040
Bid Size: 125,000 |
1.050
Ask Size: 125,000 |
Delta Air Lines Inc |
58.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW8FQN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/2/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.83 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.30 |
| Parity: |
0.61 |
| Time value: |
0.38 |
| Break-even: |
64.79 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.02% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
4.43 |
| Rho: |
0.12 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.52% |
| 1 Month |
|
|
+269.23% |
| 3 Months |
|
|
+1448.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.680 |
| 1M High / 1M Low: |
0.910 |
0.260 |
| 6M High / 6M Low: |
0.910 |
0.047 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.804 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.523 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.265 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.95% |
| Volatility 6M: |
|
250.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
