Soc. Generale Call 60 DAL 21.03.2025
/ DE000SW8W8Z6
Soc. Generale Call 60 DAL 21.03.2.../ DE000SW8W8Z6 /
| 24/01/2025 21:36:29 |
Chg.-0.100 |
Bid21:58:03 |
Ask21:58:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.800EUR |
-11.11% |
0.820
Bid Size: 5,000 |
0.830
Ask Size: 5,000 |
Delta Air Lines Inc |
60.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW8W8Z |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
11/04/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.80 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.31 |
| Parity: |
0.72 |
| Time value: |
0.14 |
| Break-even: |
66.20 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
0.80 |
| Theta: |
-0.03 |
| Omega: |
6.04 |
| Rho: |
0.07 |
Quote data
| Open: |
0.810 |
| High: |
0.880 |
| Low: |
0.800 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.90% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+142.42% |
| YTD |
|
|
+48.15% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.760 |
| 1M High / 1M Low: |
0.900 |
0.440 |
| 6M High / 6M Low: |
0.940 |
0.038 |
| High (YTD): |
23/01/2025 |
0.900 |
| Low (YTD): |
03/01/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.683 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.391 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
285.16% |
| Volatility 6M: |
|
258.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |