Soc. Generale Call 60 DAL 20.06.2025
/ DE000SW8FQP7
Soc. Generale Call 60 DAL 20.06.2.../ DE000SW8FQP7 /
| 2024-11-13 9:33:37 AM |
Chg.-0.010 |
Bid9:48:02 AM |
Ask9:48:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-1.01% |
0.990
Bid Size: 8,000 |
1.040
Ask Size: 8,000 |
Delta Air Lines Inc |
60.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
SW8FQP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.30 |
| Parity: |
0.33 |
| Time value: |
0.65 |
| Break-even: |
66.07 |
| Moneyness: |
1.06 |
| Premium: |
0.11 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.01 |
| Spread %: |
1.03% |
| Delta: |
0.65 |
| Theta: |
-0.02 |
| Omega: |
3.98 |
| Rho: |
0.18 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.89% |
| 1 Month |
|
|
+206.25% |
| 3 Months |
|
|
+988.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.790 |
| 1M High / 1M Low: |
0.990 |
0.390 |
| 6M High / 6M Low: |
0.990 |
0.073 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.888 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.315 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
235.59% |
| Volatility 6M: |
|
209.57% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
