Soc. Generale Call 54 DAL 21.03.2.../  DE000SW70K05  /

EUWAX
24/01/2025  08:55:36 Chg.-0.05 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
1.30EUR -3.70% -
Bid Size: -
-
Ask Size: -
Delta Air Lines Inc 54.00 USD 21/03/2025 Call
 

Master data

WKN: SW70K0
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 54.00 USD
Maturity: 21/03/2025
Issue date: 20/03/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.85
Leverage: Yes

Calculated values

Fair value: 1.28
Intrinsic value: 1.26
Implied volatility: 0.44
Historic volatility: 0.30
Parity: 1.26
Time value: 0.06
Break-even: 64.65
Moneyness: 1.24
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.92
Theta: -0.02
Omega: 4.46
Rho: 0.07
 

Quote data

Open: 1.30
High: 1.30
Low: 1.30
Previous Close: 1.35
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.69%
1 Month  
+42.86%
3 Months  
+132.14%
YTD  
+49.43%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.47 1.19
1M High / 1M Low: 1.47 0.72
6M High / 6M Low: 1.47 0.07
High (YTD): 22/01/2025 1.47
Low (YTD): 06/01/2025 0.72
52W High: - -
52W Low: - -
Avg. price 1W:   1.31
Avg. volume 1W:   0.00
Avg. price 1M:   1.07
Avg. volume 1M:   0.00
Avg. price 6M:   0.61
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.99%
Volatility 6M:   211.93%
Volatility 1Y:   -
Volatility 3Y:   -