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Soc. Generale Call 40 DAL 20.12.2.../  DE000SV456Q4  /

EUWAX
2024-06-24  8:26:04 AM Chg.-0.02 Bid5:53:22 PM Ask5:53:22 PM Underlying Strike price Expiration date Option type
1.07EUR -1.83% 1.12
Bid Size: 100,000		 1.13
Ask Size: 100,000		 Delta Air Lines Inc 40.00 USD 2024-12-20 Call
 

Master data

WKN: SV456Q
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 40.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.24
Leverage: Yes

Calculated values

Fair value: 0.98
Intrinsic value: 0.88
Implied volatility: 0.42
Historic volatility: 0.27
Parity: 0.88
Time value: 0.21
Break-even: 48.33
Moneyness: 1.23
Premium: 0.05
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.93%
Delta: 0.82
Theta: -0.01
Omega: 3.49
Rho: 0.13
 

Quote data

Open: 1.07
High: 1.07
Low: 1.07
Previous Close: 1.09
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.90%
1 Month
  -12.30%
3 Months  
+21.59%
YTD  
+69.84%
1 Year  
+10.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.10 1.02
1M High / 1M Low: 1.26 1.02
6M High / 6M Low: 1.39 0.39
High (YTD): 2024-05-16 1.39
Low (YTD): 2024-01-22 0.39
52W High: 2023-07-05 1.40
52W Low: 2023-11-01 0.26
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   0.86
Avg. volume 6M:   0.00
Avg. price 1Y:   0.80
Avg. volume 1Y:   0.00
Volatility 1M:   91.86%
Volatility 6M:   104.92%
Volatility 1Y:   101.36%
Volatility 3Y:   -