Soc. Generale Put 45 DAL 20.12.2024
/ DE000SY7W026
Soc. Generale Put 45 DAL 20.12.20.../ DE000SY7W026 /
2024-10-16 8:29:12 AM |
Chg.+0.011 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.078EUR |
+16.42% |
- Bid Size: - |
- Ask Size: - |
Delta Air Lines Inc |
45.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
SY7W02 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Delta Air Lines Inc |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
45.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2024-08-27 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-59.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-0.71 |
Time value: |
0.08 |
Break-even: |
40.54 |
Moneyness: |
0.85 |
Premium: |
0.16 |
Premium p.a.: |
1.34 |
Spread abs.: |
0.01 |
Spread %: |
14.08% |
Delta: |
-0.16 |
Theta: |
-0.02 |
Omega: |
-9.58 |
Rho: |
-0.02 |
Quote data
Open: |
0.078 |
High: |
0.078 |
Low: |
0.078 |
Previous Close: |
0.067 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-40.00% |
1 Month |
|
|
-72.14% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.067 |
1M High / 1M Low: |
0.280 |
0.067 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.086 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.162 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
232.24% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |