Soc. Generale Put 40 DAL 20.09.2024
/ DE000SV6TUG4
Soc. Generale Put 40 DAL 20.09.20.../ DE000SV6TUG4 /
| 2024-06-17 6:56:26 PM |
Chg.-0.007 |
Bid7:34:02 PM |
Ask7:34:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.064EUR |
-9.86% |
0.062
Bid Size: 300,000 |
0.072
Ask Size: 300,000 |
Delta Air Lines Inc |
40.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6TUG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
40.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-57.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.42 |
| Historic volatility: |
0.27 |
| Parity: |
-0.81 |
| Time value: |
0.08 |
| Break-even: |
36.58 |
| Moneyness: |
0.82 |
| Premium: |
0.20 |
| Premium p.a.: |
0.99 |
| Spread abs.: |
0.01 |
| Spread %: |
14.49% |
| Delta: |
-0.14 |
| Theta: |
-0.01 |
| Omega: |
-8.23 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.068 |
| High: |
0.071 |
| Low: |
0.064 |
| Previous Close: |
0.071 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.61% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
-72.17% |
| YTD |
|
|
-82.70% |
| 1 Year |
|
|
-85.45% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.071 |
0.048 |
| 1M High / 1M Low: |
0.071 |
0.042 |
| 6M High / 6M Low: |
0.500 |
0.042 |
| High (YTD): |
2024-01-17 |
0.500 |
| Low (YTD): |
2024-05-20 |
0.042 |
| 52W High: |
2023-10-27 |
0.970 |
| 52W Low: |
2024-05-20 |
0.042 |
| Avg. price 1W: |
|
0.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.222 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.367 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
244.09% |
| Volatility 6M: |
|
171.26% |
| Volatility 1Y: |
|
136.74% |
| Volatility 3Y: |
|
- |
