Soc. Generale Put 150 ALB 21.06.2024
/ DE000SU6FYJ0
Soc. Generale Put 150 ALB 21.06.2.../ DE000SU6FYJ0 /
| 2024-06-03 3:37:14 PM |
Chg.-0.120 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
-4.58% |
2.500
Bid Size: 30,000 |
2.530
Ask Size: 30,000 |
Albemarle Corporatio... |
150.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU6FYJ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-4.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.53 |
| Intrinsic value: |
2.53 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.47 |
| Parity: |
2.53 |
| Time value: |
0.02 |
| Break-even: |
112.72 |
| Moneyness: |
1.22 |
| Premium: |
0.00 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
1.19% |
| Delta: |
-0.92 |
| Theta: |
-0.05 |
| Omega: |
-4.09 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.410 |
| High: |
2.500 |
| Low: |
2.380 |
| Previous Close: |
2.620 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.76% |
| 1 Month |
|
|
+11.61% |
| 3 Months |
|
|
+26.90% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.620 |
2.020 |
| 1M High / 1M Low: |
2.620 |
1.610 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.334 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.126 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
