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Soc. Generale Put 40 DAL 20.09.20.../  DE000SV6TUG4  /

EUWAX
7/9/2024  9:09:12 AM Chg.-0.005 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.072EUR -6.49% -
Bid Size: -		 -
Ask Size: -		 Delta Air Lines Inc 40.00 USD 9/20/2024 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: 9/20/2024
Issue date: 5/29/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -52.19
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.26
Parity: -0.59
Time value: 0.08
Break-even: 36.11
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.07
Spread abs.: 0.01
Spread %: 13.89%
Delta: -0.18
Theta: -0.01
Omega: -9.20
Rho: -0.02
 

Quote data

Open: 0.072
High: 0.072
Low: 0.072
Previous Close: 0.077
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+30.91%
3 Months
  -55.00%
YTD
  -80.54%
1 Year
  -77.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.077 0.060
1M High / 1M Low: 0.077 0.048
6M High / 6M Low: 0.500 0.040
High (YTD): 1/17/2024 0.500
Low (YTD): 5/28/2024 0.040
52W High: 10/27/2023 0.960
52W Low: 5/28/2024 0.040
Avg. price 1W:   0.068
Avg. volume 1W:   0.000
Avg. price 1M:   0.059
Avg. volume 1M:   0.000
Avg. price 6M:   0.185
Avg. volume 6M:   0.000
Avg. price 1Y:   0.347
Avg. volume 1Y:   0.000
Volatility 1M:   227.58%
Volatility 6M:   177.42%
Volatility 1Y:   140.94%
Volatility 3Y:   -