Soc. Generale Put 50 DAL 17.01.2025
/ DE000SY007V2
Soc. Generale Put 50 DAL 17.01.20.../ DE000SY007V2 /
| 8/5/2024 8:20:01 AM |
Chg.+0.150 |
Bid1:53:56 PM |
Ask1:53:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.000EUR |
+17.65% |
1.080
Bid Size: 7,000 |
1.180
Ask Size: 7,000 |
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: |
-3.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.93 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
0.93 |
| Time value: |
0.08 |
| Break-even: |
35.73 |
| Moneyness: |
1.26 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.00% |
| Delta: |
-0.73 |
| Theta: |
-0.01 |
| Omega: |
-2.62 |
| Rho: |
-0.17 |
Quote data
| Open: |
1.000 |
| High: |
1.000 |
| Low: |
1.000 |
| Previous Close: |
0.850 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+47.06% |
| 1 Month |
|
|
+81.82% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.850 |
0.680 |
| 1M High / 1M Low: |
0.850 |
0.550 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.744 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.664 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.95% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
