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

Frankfurt Zert./SG
2024-06-06  5:48:16 PM Chg.0.000 Bid6:10:36 PM Ask6:10:36 PM Underlying Strike price Expiration date Option type
0.007EUR 0.00% 0.009
Bid Size: 175,000
0.020
Ask Size: 175,000
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: 233.68
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.26
Parity: -0.66
Time value: 0.02
Break-even: 53.54
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 26.30
Spread abs.: 0.01
Spread %: 150.00%
Delta: 0.10
Theta: -0.03
Omega: 22.75
Rho: 0.00
 

Quote data

Open: 0.007
High: 0.010
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -90.79%
3 Months
  -80.56%
YTD
  -81.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.003
1M High / 1M Low: 0.076 0.003
6M High / 6M Low: 0.076 0.003
High (YTD): 2024-05-06 0.076
Low (YTD): 2024-06-04 0.003
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.034
Avg. volume 1M:   0.000
Avg. price 6M:   0.037
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   593.20%
Volatility 6M:   347.16%
Volatility 1Y:   -
Volatility 3Y:   -