Soc. Generale Call 60 DAL 21.03.2025
/ DE000SW8W8Z6
Soc. Generale Call 60 DAL 21.03.2.../ DE000SW8W8Z6 /
| 1/24/2025 9:45:08 AM |
Chg.-0.050 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
-5.75% |
-
Bid Size: - |
-
Ask Size: - |
Delta Air Lines Inc |
60.00 USD |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
4/11/2024 |
| Last trading day: |
3/20/2025 |
| 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: |
0.820 |
| High: |
0.820 |
| Low: |
0.820 |
| Previous Close: |
0.870 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.89% |
| 1 Month |
|
|
+41.38% |
| 3 Months |
|
|
+148.48% |
| YTD |
|
|
+51.85% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.740 |
| 1M High / 1M Low: |
0.970 |
0.410 |
| 6M High / 6M Low: |
0.970 |
0.038 |
| High (YTD): |
1/22/2025 |
0.970 |
| Low (YTD): |
1/6/2025 |
0.410 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.818 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.654 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.375 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
218.40% |
| Volatility 6M: |
|
239.24% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |