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Soc. Generale Call 58 DAL 21.06.2.../  DE000SV74YF7  /

Frankfurt Zert./SG
2024-05-24  9:45:04 PM Chg.+0.001 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.021EUR +5.00% 0.023
Bid Size: 20,000		 0.033
Ask Size: 20,000		 Delta Air Lines Inc 58.00 USD 2024-06-21 Call
 

Master data

WKN: SV74YF
Issuer: Société Générale
Currency: EUR
Underlying: Delta Air Lines Inc
Type: Warrant
Option type: Call
Strike price: 58.00 USD
Maturity: 2024-06-21
Issue date: 2023-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 140.56
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.26
Parity: -0.57
Time value: 0.03
Break-even: 53.81
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 3.97
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.15
Theta: -0.02
Omega: 20.48
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.022
Low: 0.019
Previous Close: 0.020
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -53.33%
3 Months
  -40.00%
YTD
  -44.74%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.042 0.020
1M High / 1M Low: 0.076 0.020
6M High / 6M Low: 0.076 0.015
High (YTD): 2024-05-06 0.076
Low (YTD): 2024-01-22 0.016
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   272.43%
Volatility 6M:   275.15%
Volatility 1Y:   -
Volatility 3Y:   -