Soc. Generale Put 50 DAL 20.06.2025
/ DE000SY03ST3
Soc. Generale Put 50 DAL 20.06.20.../ DE000SY03ST3 /
| 2024-08-02 5:24:10 PM |
Chg.+0.100 |
Bid5:27:37 PM |
Ask5:27:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.070EUR |
+10.31% |
1.070
Bid Size: 125,000 |
1.080
Ask Size: 125,000 |
Delta Air Lines Inc |
50.00 USD |
2025-06-20 |
Put |
Master data
| WKN: |
SY03ST |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 USD |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-05-30 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.79 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.79 |
| Time value: |
0.17 |
| Break-even: |
36.75 |
| Moneyness: |
1.20 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.60 |
| Theta: |
0.00 |
| Omega: |
-2.41 |
| Rho: |
-0.29 |
Quote data
| Open: |
0.940 |
| High: |
1.080 |
| Low: |
0.940 |
| Previous Close: |
0.970 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+33.75% |
| 1 Month |
|
|
+52.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.800 |
| 1M High / 1M Low: |
0.970 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.860 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.771 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
