Soc. Generale Call 40 DAL 21.03.2025
/ DE000SW2X8L1
Soc. Generale Call 40 DAL 21.03.2.../ DE000SW2X8L1 /
| 1/24/2025 9:51:00 AM |
Chg.-0.06 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-2.25% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
40.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW2X8L |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
8/31/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.61 |
| Intrinsic value: |
2.59 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.30 |
| Parity: |
2.59 |
| Time value: |
0.02 |
| Break-even: |
64.21 |
| Moneyness: |
1.68 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.99 |
| Theta: |
-0.01 |
| Omega: |
2.43 |
| Rho: |
0.06 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.67 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.57% |
| 1 Month |
|
|
+26.70% |
| 3 Months |
|
|
+78.77% |
| YTD |
|
|
+27.32% |
| 1 Year |
|
|
+320.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.77 |
2.52 |
| 1M High / 1M Low: |
2.77 |
1.85 |
| 6M High / 6M Low: |
2.77 |
0.35 |
| High (YTD): |
1/22/2025 |
2.77 |
| Low (YTD): |
1/6/2025 |
1.85 |
| 52W High: |
1/22/2025 |
2.77 |
| 52W Low: |
8/8/2024 |
0.35 |
| Avg. price 1W: |
|
2.62 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.46 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.22 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
85.04% |
| Volatility 6M: |
|
123.99% |
| Volatility 1Y: |
|
113.34% |
| Volatility 3Y: |
|
- |