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Soc. Generale Call 55 DAL 20.12.2.../  DE000SV9LL55  /

EUWAX
9/26/2024  8:14:58 AM Chg.+0.030 Bid5:48:11 PM Ask5:48:11 PM Underlying Strike price Expiration date Option type
0.130EUR +30.00% 0.240
Bid Size: 200,000		 0.250
Ask Size: 200,000		 Delta Air Lines Inc 55.00 USD 12/20/2024 Call
 

Master data

WKN: SV9LL5
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 55.00 USD
Maturity: 12/20/2024
Issue date: 7/11/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.20
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -0.56
Time value: 0.15
Break-even: 50.92
Moneyness: 0.89
Premium: 0.16
Premium p.a.: 0.91
Spread abs.: 0.01
Spread %: 7.14%
Delta: 0.31
Theta: -0.02
Omega: 9.03
Rho: 0.03
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+109.68%
3 Months
  -50.00%
YTD
  -27.78%
1 Year
  -23.53%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.091
1M High / 1M Low: 0.110 0.048
6M High / 6M Low: 0.510 0.031
High (YTD): 5/15/2024 0.510
Low (YTD): 8/8/2024 0.031
52W High: 5/15/2024 0.510
52W Low: 8/8/2024 0.031
Avg. price 1W:   0.099
Avg. volume 1W:   0.000
Avg. price 1M:   0.077
Avg. volume 1M:   0.000
Avg. price 6M:   0.223
Avg. volume 6M:   0.000
Avg. price 1Y:   0.181
Avg. volume 1Y:   0.000
Volatility 1M:   207.42%
Volatility 6M:   260.16%
Volatility 1Y:   220.92%
Volatility 3Y:   -