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Soc. Generale Call 60 DAL 20.09.2.../  DE000SV74YG5  /

Frankfurt Zert./SG
2024-06-24  9:47:22 PM Chg.-0.002 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.072EUR -2.70% 0.068
Bid Size: 15,000		 0.078
Ask Size: 15,000		 Delta Air Lines Inc 60.00 USD 2024-09-20 Call
 

Master data

WKN: SV74YG
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2024-09-20
Issue date: 2023-06-30
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 55.00
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -0.99
Time value: 0.08
Break-even: 56.98
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 1.39
Spread abs.: 0.01
Spread %: 13.51%
Delta: 0.19
Theta: -0.01
Omega: 10.40
Rho: 0.02
 

Quote data

Open: 0.073
High: 0.082
Low: 0.070
Previous Close: 0.074
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.18%
1 Month
  -44.62%
3 Months  
+2.86%
YTD  
+14.29%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.088 0.074
1M High / 1M Low: 0.130 0.072
6M High / 6M Low: 0.200 0.023
High (YTD): 2024-05-13 0.200
Low (YTD): 2024-01-22 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.082
Avg. volume 1W:   0.000
Avg. price 1M:   0.097
Avg. volume 1M:   0.000
Avg. price 6M:   0.082
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.38%
Volatility 6M:   238.50%
Volatility 1Y:   -
Volatility 3Y:   -