Soc. Generale Call 60 DAL 16.01.2026
/ DE000SW97YT7
Soc. Generale Call 60 DAL 16.01.2.../ DE000SW97YT7 /
| 7/9/2024 9:55:01 AM |
Chg.+0.020 |
Bid10:28:35 AM |
Ask10:28:35 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
+5.00% |
0.430
Bid Size: 10,000 |
0.450
Ask Size: 10,000 |
Delta Air Lines Inc |
60.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SW97YT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
5/10/2024 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
-1.26 |
| Time value: |
0.44 |
| Break-even: |
59.80 |
| Moneyness: |
0.77 |
| Premium: |
0.40 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
2.33% |
| Delta: |
0.41 |
| Theta: |
-0.01 |
| Omega: |
3.96 |
| Rho: |
0.20 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.400 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
-31.15% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.400 |
| 1M High / 1M Low: |
0.620 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.442 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.537 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
