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Soc. Generale Call 60 DAL 17.01.2.../  DE000SV9Q8A8  /

Frankfurt Zert./SG
16/07/2024  21:45:31 Chg.+0.037 Bid21:58:06 Ask21:58:06 Underlying Strike price Expiration date Option type
0.087EUR +74.00% 0.090
Bid Size: 15,000		 0.100
Ask Size: 15,000		 Delta Air Lines Inc 60.00 USD 17/01/2025 Call
 

Master data

WKN: SV9Q8A
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 17/01/2025
Issue date: 14/07/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 64.68
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -1.56
Time value: 0.06
Break-even: 55.66
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.97
Spread abs.: 0.01
Spread %: 19.61%
Delta: 0.13
Theta: -0.01
Omega: 8.66
Rho: 0.02
 

Quote data

Open: 0.049
High: 0.087
Low: 0.049
Previous Close: 0.050
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -37.86%
1 Month
  -56.50%
3 Months
  -54.21%
YTD
  -33.08%
1 Year
  -78.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.140 0.050
1M High / 1M Low: 0.230 0.050
6M High / 6M Low: 0.390 0.050
High (YTD): 13/05/2024 0.390
Low (YTD): 15/07/2024 0.050
52W High: 20/07/2023 0.500
52W Low: 15/07/2024 0.050
Avg. price 1W:   0.092
Avg. volume 1W:   0.000
Avg. price 1M:   0.155
Avg. volume 1M:   0.000
Avg. price 6M:   0.184
Avg. volume 6M:   0.000
Avg. price 1Y:   0.183
Avg. volume 1Y:   0.000
Volatility 1M:   220.05%
Volatility 6M:   186.77%
Volatility 1Y:   167.87%
Volatility 3Y:   -