Soc. Generale Call 28 DAL 17.01.2025
/ DE000SV2P3G4
Soc. Generale Call 28 DAL 17.01.2.../ DE000SV2P3G4 /
| 2024-09-25 9:42:45 AM |
Chg.- |
Bid8:00:07 AM |
Ask8:00:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.78EUR |
- |
1.87
Bid Size: 5,000 |
-
Ask Size: - |
Delta Air Lines Inc |
28.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV2P3G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-03-27 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.27 |
| Parity: |
1.86 |
| Time value: |
0.04 |
| Break-even: |
44.16 |
| Moneyness: |
1.74 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
0.00 |
| Omega: |
2.26 |
| Rho: |
0.07 |
Quote data
| Open: |
1.78 |
| High: |
1.78 |
| Low: |
1.78 |
| Previous Close: |
1.69 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.71% |
| 1 Month |
|
|
+45.90% |
| 3 Months |
|
|
-9.18% |
| YTD |
|
|
+28.99% |
| 1 Year |
|
|
+45.90% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.67 |
| 1M High / 1M Low: |
1.78 |
1.13 |
| 6M High / 6M Low: |
2.40 |
0.95 |
| High (YTD): |
2024-05-15 |
2.40 |
| Low (YTD): |
2024-08-08 |
0.95 |
| 52W High: |
2024-05-15 |
2.40 |
| 52W Low: |
2023-10-27 |
0.74 |
| Avg. price 1W: |
|
1.70 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.75 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.49 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
65.27% |
| Volatility 6M: |
|
79.51% |
| Volatility 1Y: |
|
77.88% |
| Volatility 3Y: |
|
- |
