Soc. Generale Call 50 DAL 20.12.2024
/ DE000SV9LL48
Soc. Generale Call 50 DAL 20.12.2.../ DE000SV9LL48 /
2024-09-26 8:14:58 AM |
Chg.+0.050 |
Bid1:50:50 PM |
Ask1:50:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.270EUR |
+22.73% |
0.310 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: |
|
- |