Soc. Generale Call 40 DAL 17.01.2025
/ DE000SQ86WW0
Soc. Generale Call 40 DAL 17.01.2.../ DE000SQ86WW0 /
| 2024-06-24 8:53:54 AM |
Chg.-0.02 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.09EUR |
-1.80% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SQ86WW |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-16 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.88 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.27 |
| Parity: |
0.88 |
| Time value: |
0.24 |
| Break-even: |
48.63 |
| Moneyness: |
1.23 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.90% |
| Delta: |
0.82 |
| Theta: |
-0.01 |
| Omega: |
3.37 |
| Rho: |
0.15 |
Quote data
| Open: |
1.09 |
| High: |
1.09 |
| Low: |
1.09 |
| Previous Close: |
1.11 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.81% |
| 1 Month |
|
|
-12.10% |
| 3 Months |
|
|
+21.11% |
| YTD |
|
|
+67.69% |
| 1 Year |
|
|
+12.37% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
1.05 |
| 1M High / 1M Low: |
1.29 |
1.05 |
| 6M High / 6M Low: |
1.42 |
0.43 |
| High (YTD): |
2024-05-16 |
1.42 |
| Low (YTD): |
2024-01-22 |
0.43 |
| 52W High: |
2023-07-05 |
1.43 |
| 52W Low: |
2023-11-01 |
0.29 |
| Avg. price 1W: |
|
1.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.16 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.88 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.40% |
| Volatility 6M: |
|
102.78% |
| Volatility 1Y: |
|
98.24% |
| Volatility 3Y: |
|
- |
