Soc. Generale Call 58 DAL 17.01.2025
/ DE000SV74YK7
Soc. Generale Call 58 DAL 17.01.2.../ DE000SV74YK7 /
| 2024-06-24 9:28:07 AM |
Chg.-0.020 |
Bid9:51:29 PM |
Ask9:51:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-7.41% |
0.260
Bid Size: 250,000 |
0.270
Ask Size: 250,000 |
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: |
17.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.14 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.27 |
| Parity: |
-0.81 |
| Time value: |
0.27 |
| Break-even: |
56.97 |
| Moneyness: |
0.85 |
| Premium: |
0.23 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.36 |
| Theta: |
-0.01 |
| Omega: |
6.12 |
| Rho: |
0.08 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.17% |
| 1 Month |
|
|
-21.88% |
| 3 Months |
|
|
+19.05% |
| YTD |
|
|
+56.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.240 |
| 1M High / 1M Low: |
0.350 |
0.240 |
| 6M High / 6M Low: |
0.440 |
0.079 |
| High (YTD): |
2024-05-15 |
0.440 |
| Low (YTD): |
2024-01-22 |
0.079 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.260 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.287 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.215 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.01% |
| Volatility 6M: |
|
160.70% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
