Soc. Generale Call 10 AAL 16.01.2026
/ DE000SY15ZF1
Soc. Generale Call 10 AAL 16.01.2.../ DE000SY15ZF1 /
| 24/01/2025 09:19:50 |
Chg.-1.75 |
Bid20:32:42 |
Ask20:32:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.62EUR |
-18.68% |
7.71
Bid Size: 25,000 |
-
Ask Size: - |
American Airlines Gr... |
10.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SY15ZF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
10.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
24/06/2024 |
| Last trading day: |
15/01/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.08 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.19 |
| Intrinsic value: |
6.75 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.41 |
| Parity: |
6.75 |
| Time value: |
1.10 |
| Break-even: |
17.45 |
| Moneyness: |
1.70 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.12 |
| Spread %: |
1.55% |
| Delta: |
0.88 |
| Theta: |
0.00 |
| Omega: |
1.84 |
| Rho: |
0.06 |
Quote data
| Open: |
7.62 |
| High: |
7.62 |
| Low: |
7.62 |
| Previous Close: |
9.37 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.48% |
| 1 Month |
|
|
-2.56% |
| 3 Months |
|
|
+82.73% |
| YTD |
|
|
-7.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
9.39 |
8.91 |
| 1M High / 1M Low: |
9.39 |
7.77 |
| 6M High / 6M Low: |
9.39 |
1.94 |
| High (YTD): |
22/01/2025 |
9.39 |
| Low (YTD): |
06/01/2025 |
7.77 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.58 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.64 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.60% |
| Volatility 6M: |
|
106.64% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |