Soc. Generale Call 108 ALB 21.06.2024
/ DE000SU9SDN3
Soc. Generale Call 108 ALB 21.06..../ DE000SU9SDN3 /
| 2024-06-03 8:59:40 AM |
Chg.-0.06 |
Bid3:19:00 PM |
Ask3:19:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.45EUR |
-3.97% |
1.51
Bid Size: 3,000 |
1.61
Ask Size: 3,000 |
Albemarle Corporatio... |
108.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU9SDN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
108.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.42 |
| Intrinsic value: |
1.34 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.47 |
| Parity: |
1.34 |
| Time value: |
0.17 |
| Break-even: |
114.62 |
| Moneyness: |
1.14 |
| Premium: |
0.01 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.02 |
| Spread %: |
1.34% |
| Delta: |
0.84 |
| Theta: |
-0.12 |
| Omega: |
6.26 |
| Rho: |
0.04 |
Quote data
| Open: |
1.45 |
| High: |
1.45 |
| Low: |
1.45 |
| Previous Close: |
1.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.46% |
| 1 Month |
|
|
-25.26% |
| 3 Months |
|
|
-56.72% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.94 |
1.50 |
| 1M High / 1M Low: |
2.57 |
1.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.02 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
