Soc. Generale Call 110 ALB 16.01.2026
/ DE000SU5ER47
Soc. Generale Call 110 ALB 16.01..../ DE000SU5ER47 /
| 2024-06-03 2:17:57 PM |
Chg.+0.080 |
Bid3:02:51 PM |
Ask3:02:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.950EUR |
+2.07% |
3.960
Bid Size: 4,000 |
4.020
Ask Size: 4,000 |
Albemarle Corporatio... |
110.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SU5ER4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.43 |
| Intrinsic value: |
1.16 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.47 |
| Parity: |
1.16 |
| Time value: |
2.80 |
| Break-even: |
140.96 |
| Moneyness: |
1.11 |
| Premium: |
0.25 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.73 |
| Theta: |
-0.03 |
| Omega: |
2.07 |
| Rho: |
0.69 |
Quote data
| Open: |
3.900 |
| High: |
3.950 |
| Low: |
3.900 |
| Previous Close: |
3.870 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.14% |
| 1 Month |
|
|
-12.80% |
| 3 Months |
|
|
-32.13% |
| YTD |
|
|
-37.99% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.340 |
3.870 |
| 1M High / 1M Low: |
4.970 |
3.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
6.160 |
| Low (YTD): |
2024-02-05 |
3.620 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.126 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.427 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
