Soc. Generale Call 50 DAL 21.03.2025
/ DE000SW2X8N7
Soc. Generale Call 50 DAL 21.03.2.../ DE000SW2X8N7 /
| 1/24/2025 9:51:18 PM |
Chg.-0.080 |
Bid9:59:14 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.680EUR |
-4.55% |
1.680
Bid Size: 4,000 |
-
Ask Size: - |
Delta Air Lines Inc |
50.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW2X8N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 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: |
3.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.64 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.30 |
| Parity: |
1.64 |
| Time value: |
0.04 |
| Break-even: |
64.44 |
| Moneyness: |
1.34 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
3.64 |
| Rho: |
0.07 |
Quote data
| Open: |
1.660 |
| High: |
1.740 |
| Low: |
1.660 |
| Previous Close: |
1.760 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.70% |
| 1 Month |
|
|
+35.48% |
| 3 Months |
|
|
+127.03% |
| YTD |
|
|
+40.00% |
| 1 Year |
|
|
+500.00% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.800 |
1.600 |
| 1M High / 1M Low: |
1.800 |
1.040 |
| 6M High / 6M Low: |
1.800 |
0.120 |
| High (YTD): |
1/21/2025 |
1.800 |
| Low (YTD): |
1/3/2025 |
1.040 |
| 52W High: |
1/21/2025 |
1.800 |
| 52W Low: |
8/15/2024 |
0.120 |
| Avg. price 1W: |
|
1.724 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.449 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.836 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.673 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
182.02% |
| Volatility 6M: |
|
183.68% |
| Volatility 1Y: |
|
164.72% |
| Volatility 3Y: |
|
- |