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Soc. Generale Put 140 ALB 20.12.2.../  DE000SU2MDQ4  /

Frankfurt Zert./SG
2024-06-03  1:38:02 PM Chg.-0.150 Bid1:54:23 PM Ask1:54:23 PM Underlying Strike price Expiration date Option type
2.530EUR -5.60% 2.540
Bid Size: 5,000		 2.580
Ask Size: 5,000		 Albemarle Corporatio... 140.00 USD 2024-12-20 Put
 

Master data

WKN: SU2MDQ
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -4.33
Leverage: Yes

Calculated values

Fair value: 2.41
Intrinsic value: 1.60
Implied volatility: 0.53
Historic volatility: 0.47
Parity: 1.60
Time value: 1.01
Break-even: 102.90
Moneyness: 1.14
Premium: 0.09
Premium p.a.: 0.17
Spread abs.: 0.01
Spread %: 0.38%
Delta: -0.54
Theta: -0.04
Omega: -2.32
Rho: -0.47
 

Quote data

Open: 2.550
High: 2.550
Low: 2.530
Previous Close: 2.680
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.58%
1 Month  
+1.20%
3 Months  
+10.48%
YTD  
+10.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.680 2.330
1M High / 1M Low: 2.680 2.080
6M High / 6M Low: 3.880 2.080
High (YTD): 2024-02-05 3.880
Low (YTD): 2024-05-14 2.080
52W High: - -
52W Low: - -
Avg. price 1W:   2.514
Avg. volume 1W:   0.000
Avg. price 1M:   2.392
Avg. volume 1M:   0.000
Avg. price 6M:   2.937
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.44%
Volatility 6M:   119.00%
Volatility 1Y:   -
Volatility 3Y:   -