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Soc. Generale Call 50 DAL 20.12.2.../  DE000SV9LL48  /

EUWAX
2024-09-26  8:14:58 AM Chg.+0.050 Bid1:06:34 PM Ask1:06:34 PM Underlying Strike price Expiration date Option type
0.270EUR +22.73% 0.290
Bid Size: 10,000		 0.340
Ask Size: 10,000		 Delta Air Lines Inc 50.00 USD 2024-12-20 Call
 

Master data

WKN: SV9LL4
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 2024-12-20
Issue date: 2023-07-11
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.60
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.27
Parity: -0.11
Time value: 0.30
Break-even: 47.92
Moneyness: 0.98
Premium: 0.09
Premium p.a.: 0.47
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.50
Theta: -0.02
Omega: 7.33
Rho: 0.04
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.73%
1 Month  
+145.45%
3 Months
  -38.64%
YTD
  -3.57%
1 Year  
+8.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.200
1M High / 1M Low: 0.220 0.083
6M High / 6M Low: 0.740 0.058
High (YTD): 2024-05-07 0.740
Low (YTD): 2024-08-08 0.058
52W High: 2024-05-07 0.740
52W Low: 2024-08-08 0.058
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.148
Avg. volume 1M:   0.000
Avg. price 6M:   0.356
Avg. volume 6M:   0.000
Avg. price 1Y:   0.288
Avg. volume 1Y:   0.000
Volatility 1M:   201.85%
Volatility 6M:   227.94%
Volatility 1Y:   197.77%
Volatility 3Y:   -