Soc. Generale Put 70 DAL 21.03.2025
/ DE000SJ6MTA0
Soc. Generale Put 70 DAL 21.03.20.../ DE000SJ6MTA0 /
| 1/24/2025 9:40:23 PM |
Chg.+0.020 |
Bid9:59:56 PM |
Ask9:59:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.510EUR |
+4.08% |
0.490
Bid Size: 8,000 |
0.500
Ask Size: 8,000 |
Delta Air Lines Inc |
70.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SJ6MTA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Delta Air Lines Inc |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
0.24 |
| Time value: |
0.26 |
| Break-even: |
62.21 |
| Moneyness: |
1.04 |
| Premium: |
0.04 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.01 |
| Spread %: |
2.04% |
| Delta: |
-0.56 |
| Theta: |
-0.03 |
| Omega: |
-7.26 |
| Rho: |
-0.06 |
Quote data
| Open: |
0.460 |
| High: |
0.530 |
| Low: |
0.440 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.39% |
| 1 Month |
|
|
-49.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
-47.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.470 |
| 1M High / 1M Low: |
1.170 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
1.170 |
| Low (YTD): |
1/22/2025 |
0.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.516 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.787 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
177.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |