Soc. Generale Call 42 DAL 20.12.2024
/ DE000SU2S9S5
Soc. Generale Call 42 DAL 20.12.2.../ DE000SU2S9S5 /
| 2024-09-26 9:29:22 AM |
Chg.+0.070 |
Bid10:19:20 AM |
Ask10:19:20 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
+11.11% |
0.730
Bid Size: 6,000 |
0.780
Ask Size: 6,000 |
Delta Air Lines Inc |
42.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SU2S9S |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
42.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-27 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.27 |
| Parity: |
0.61 |
| Time value: |
0.14 |
| Break-even: |
45.24 |
| Moneyness: |
1.16 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.35% |
| Delta: |
0.80 |
| Theta: |
-0.02 |
| Omega: |
4.68 |
| Rho: |
0.06 |
Quote data
| Open: |
0.700 |
| High: |
0.700 |
| Low: |
0.700 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.75% |
| 1 Month |
|
|
+118.75% |
| 3 Months |
|
|
-15.66% |
| YTD |
|
|
+29.63% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.630 |
0.580 |
| 1M High / 1M Low: |
0.630 |
0.260 |
| 6M High / 6M Low: |
1.260 |
0.190 |
| High (YTD): |
2024-05-15 |
1.260 |
| Low (YTD): |
2024-08-08 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.604 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.432 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.720 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.33% |
| Volatility 6M: |
|
170.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
