Soc. Generale Call 60 DAL 20.06.2025
/ DE000SW8FQP7
Soc. Generale Call 60 DAL 20.06.2.../ DE000SW8FQP7 /
| 11/14/2024 9:42:55 AM |
Chg.+0.060 |
Bid8:24:35 PM |
Ask8:24:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.040EUR |
+6.12% |
1.110
Bid Size: 125,000 |
1.120
Ask Size: 125,000 |
Delta Air Lines Inc |
60.00 USD |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
4/2/2024 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.85 |
| Intrinsic value: |
0.42 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
0.42 |
| Time value: |
0.64 |
| Break-even: |
67.39 |
| Moneyness: |
1.07 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
0.67 |
| Theta: |
-0.02 |
| Omega: |
3.85 |
| Rho: |
0.18 |
Quote data
| Open: |
1.040 |
| High: |
1.040 |
| Low: |
1.040 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.18% |
| 1 Month |
|
|
+215.15% |
| 3 Months |
|
|
+1055.56% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.980 |
0.750 |
| 1M High / 1M Low: |
0.980 |
0.330 |
| 6M High / 6M Low: |
0.980 |
0.072 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.876 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.595 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
237.20% |
| Volatility 6M: |
|
215.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
