Soc. Generale Put 50 DAL 17.01.2025
/ DE000SY007V2
Soc. Generale Put 50 DAL 17.01.20.../ DE000SY007V2 /
| 7/9/2024 1:19:49 PM |
Chg.-0.010 |
Bid2:20:20 PM |
Ask2:20:20 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.590EUR |
-1.67% |
0.590
Bid Size: 10,000 |
0.610
Ask Size: 10,000 |
Delta Air Lines Inc |
50.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
SY007V |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/29/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.34 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.34 |
| Time value: |
0.27 |
| Break-even: |
40.07 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.67% |
| Delta: |
-0.53 |
| Theta: |
-0.01 |
| Omega: |
-3.71 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.590 |
| High: |
0.590 |
| Low: |
0.580 |
| Previous Close: |
0.600 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+34.09% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.600 |
0.540 |
| 1M High / 1M Low: |
0.600 |
0.430 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.576 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
