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Soc. Generale Put 35 DAL 20.09.20.../  DE000SV6QVD5  /

EUWAX
8/12/2024  8:32:28 AM Chg.+0.001 Bid8/12/2024 Ask8/12/2024 Underlying Strike price Expiration date Option type
0.062EUR +1.64% 0.062
Bid Size: 15,000		 0.074
Ask Size: 15,000		 Delta Air Lines Inc 35.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QVD
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Put
Strike price: 35.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -50.71
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.28
Parity: -0.39
Time value: 0.07
Break-even: 31.35
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.95
Spread abs.: 0.01
Spread %: 16.39%
Delta: -0.20
Theta: -0.02
Omega: -10.31
Rho: -0.01
 

Quote data

Open: 0.062
High: 0.062
Low: 0.062
Previous Close: 0.061
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.13%
1 Month  
+287.50%
3 Months  
+158.33%
YTD
  -70.48%
1 Year
  -74.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.061
1M High / 1M Low: 0.120 0.010
6M High / 6M Low: 0.180 0.010
High (YTD): 1/17/2024 0.280
Low (YTD): 7/17/2024 0.010
52W High: 10/27/2023 0.630
52W Low: 7/17/2024 0.010
Avg. price 1W:   0.087
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.058
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   590.21%
Volatility 6M:   304.04%
Volatility 1Y:   229.91%
Volatility 3Y:   -