Soc. Generale Put 47.5 DAL 20.09.2024
/ DE000SW9RBV0
Soc. Generale Put 47.5 DAL 20.09..../ DE000SW9RBV0 /
| 9/9/2024 8:13:27 AM |
Chg.0.000 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
47.50 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SW9RBV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
47.50 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/30/2024 |
| Last trading day: |
9/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
-7.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.49 |
| Intrinsic value: |
0.49 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.27 |
| Parity: |
0.49 |
| Time value: |
0.01 |
| Break-even: |
37.84 |
| Moneyness: |
1.13 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.92 |
| Theta: |
-0.02 |
| Omega: |
-6.97 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.430 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.38% |
| 1 Month |
|
|
-38.57% |
| 3 Months |
|
|
+115.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.420 |
| 1M High / 1M Low: |
0.730 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.424 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
121.33% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
