Soc. Generale Call 56 DAL 21.03.2025
/ DE000SW8FQM4
Soc. Generale Call 56 DAL 21.03.2.../ DE000SW8FQM4 /
| 24/01/2025 21:38:21 |
Chg.-0.060 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.120EUR |
-5.08% |
1.140
Bid Size: 5,000 |
1.150
Ask Size: 5,000 |
Delta Air Lines Inc |
56.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW8FQM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
56.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
02/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.30 |
| Parity: |
1.07 |
| Time value: |
0.08 |
| Break-even: |
64.86 |
| Moneyness: |
1.20 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
4.94 |
| Rho: |
0.07 |
Quote data
| Open: |
1.130 |
| High: |
1.210 |
| Low: |
1.120 |
| Previous Close: |
1.180 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+34.94% |
| 3 Months |
|
|
+148.89% |
| YTD |
|
|
+45.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
1.070 |
| 1M High / 1M Low: |
1.230 |
0.640 |
| 6M High / 6M Low: |
1.230 |
0.063 |
| High (YTD): |
22/01/2025 |
1.230 |
| Low (YTD): |
03/01/2025 |
0.640 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.958 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.548 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
247.60% |
| Volatility 6M: |
|
221.09% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |