Soc. Generale Put 40 DAL 20.09.2024
/ DE000SV6TUG4
Soc. Generale Put 40 DAL 20.09.20.../ DE000SV6TUG4 /
09/09/2024 21:37:14 |
Chg.-0.035 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-63.64% |
0.021 Bid Size: 10,000 |
0.031 Ask Size: 10,000 |
Delta Air Lines Inc |
40.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SV6TUG |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
40.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
29/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-57.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.27 |
Parity: |
-0.18 |
Time value: |
0.07 |
Break-even: |
35.42 |
Moneyness: |
0.95 |
Premium: |
0.07 |
Premium p.a.: |
7.26 |
Spread abs.: |
0.01 |
Spread %: |
17.86% |
Delta: |
-0.28 |
Theta: |
-0.05 |
Omega: |
-16.14 |
Rho: |
0.00 |
Quote data
Open: |
0.045 |
High: |
0.046 |
Low: |
0.018 |
Previous Close: |
0.055 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-56.52% |
1 Month |
|
|
-90.48% |
3 Months |
|
|
-62.26% |
YTD |
|
|
-94.59% |
1 Year |
|
|
-95.45% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.056 |
0.046 |
1M High / 1M Low: |
0.220 |
0.046 |
6M High / 6M Low: |
0.330 |
0.042 |
High (YTD): |
17/01/2024 |
0.500 |
Low (YTD): |
20/05/2024 |
0.042 |
52W High: |
27/10/2023 |
0.970 |
52W Low: |
20/05/2024 |
0.042 |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.114 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.104 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.304 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
285.45% |
Volatility 6M: |
|
285.59% |
Volatility 1Y: |
|
216.90% |
Volatility 3Y: |
|
- |