Soc. Generale Call 48 DAL 20.09.2024
/ DE000SW1YVN8
Soc. Generale Call 48 DAL 20.09.2.../ DE000SW1YVN8 /
| 2024-06-24 9:45:13 AM |
Chg.-0.020 |
Bid5:41:09 PM |
Ask5:41:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-4.65% |
0.450
Bid Size: 150,000 |
0.460
Ask Size: 150,000 |
Delta Air Lines Inc |
48.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SW1YVN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-08-07 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.27 |
| Parity: |
0.13 |
| Time value: |
0.30 |
| Break-even: |
49.21 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.01 |
| Spread %: |
2.38% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
6.60 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.50% |
| 1 Month |
|
|
-25.45% |
| 3 Months |
|
|
+17.14% |
| YTD |
|
|
+70.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.400 |
| 1M High / 1M Low: |
0.590 |
0.400 |
| 6M High / 6M Low: |
0.720 |
0.120 |
| High (YTD): |
2024-05-16 |
0.720 |
| Low (YTD): |
2024-01-23 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.428 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.484 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.349 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.12% |
| Volatility 6M: |
|
171.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
