Soc. Generale Call 34 DAL 20.09.2024
/ DE000SW3M267
Soc. Generale Call 34 DAL 20.09.2.../ DE000SW3M267 /
| 2024-06-24 8:15:53 AM |
Chg.-0.02 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
-1.37% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
34.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW3M26 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
34.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-19 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.47 |
| Intrinsic value: |
1.44 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.27 |
| Parity: |
1.44 |
| Time value: |
0.05 |
| Break-even: |
46.71 |
| Moneyness: |
1.45 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.95 |
| Theta: |
-0.01 |
| Omega: |
2.96 |
| Rho: |
0.07 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.46 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
+23.08% |
| YTD |
|
|
+63.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.48 |
1.44 |
| 1M High / 1M Low: |
1.66 |
1.39 |
| 6M High / 6M Low: |
1.79 |
0.59 |
| High (YTD): |
2024-05-16 |
1.79 |
| Low (YTD): |
2024-01-19 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.46 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.79% |
| Volatility 6M: |
|
91.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
