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Soc. Generale Call 60 DAL 20.12.2.../  DE000SV74YH3  /

EUWAX
7/9/2024  9:38:31 AM Chg.+0.008 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.097EUR +8.99% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 60.00 USD 12/20/2024 Call
 

Master data

WKN: SV74YH
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 12/20/2024
Issue date: 6/30/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.90
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.26
Parity: -1.26
Time value: 0.11
Break-even: 56.50
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.86
Spread abs.: 0.01
Spread %: 12.24%
Delta: 0.20
Theta: -0.01
Omega: 7.91
Rho: 0.03
 

Quote data

Open: 0.097
High: 0.097
Low: 0.097
Previous Close: 0.089
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.00%
1 Month
  -51.50%
3 Months
  -51.50%
YTD
  -19.17%
1 Year
  -79.79%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.089
1M High / 1M Low: 0.210 0.089
6M High / 6M Low: 0.340 0.054
High (YTD): 5/15/2024 0.340
Low (YTD): 1/22/2024 0.054
52W High: 7/11/2023 0.480
52W Low: 11/1/2023 0.048
Avg. price 1W:   0.101
Avg. volume 1W:   0.000
Avg. price 1M:   0.153
Avg. volume 1M:   0.000
Avg. price 6M:   0.155
Avg. volume 6M:   0.000
Avg. price 1Y:   0.165
Avg. volume 1Y:   0.000
Volatility 1M:   179.42%
Volatility 6M:   187.98%
Volatility 1Y:   164.09%
Volatility 3Y:   -