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Soc. Generale Call 58 DAL 17.01.2.../  DE000SV74YK7  /

EUWAX
2024-09-25  9:27:01 AM Chg.- Bid8:40:22 AM Ask8:40:22 AM Underlying Strike price Expiration date Option type
0.099EUR - 0.130
Bid Size: 15,000		 0.150
Ask Size: 15,000		 Delta Air Lines Inc 58.00 USD 2025-01-17 Call
 

Master data

WKN: SV74YK
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2025-01-17
Issue date: 2023-06-30
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.83
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -0.91
Time value: 0.11
Break-even: 52.93
Moneyness: 0.82
Premium: 0.24
Premium p.a.: 0.99
Spread abs.: 0.01
Spread %: 10.00%
Delta: 0.23
Theta: -0.01
Omega: 8.87
Rho: 0.03
 

Quote data

Open: 0.099
High: 0.099
Low: 0.099
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.00%
1 Month  
+80.00%
3 Months
  -47.89%
YTD
  -38.13%
1 Year
  -34.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.110 0.047
6M High / 6M Low: 0.440 0.032
High (YTD): 2024-05-15 0.440
Low (YTD): 2024-08-15 0.032
52W High: 2024-05-15 0.440
52W Low: 2024-08-15 0.032
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.194
Avg. volume 6M:   0.000
Avg. price 1Y:   0.157
Avg. volume 1Y:   0.000
Volatility 1M:   182.54%
Volatility 6M:   222.20%
Volatility 1Y:   193.82%
Volatility 3Y:   -