Soc. Generale Call 100 ALB 21.03.2025
/ DE000SW9CUZ3
Soc. Generale Call 100 ALB 21.03..../ DE000SW9CUZ3 /
| 2024-05-31 9:47:13 PM |
Chg.-0.150 |
Bid9:58:00 PM |
Ask9:58:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.290EUR |
-4.36% |
3.330
Bid Size: 4,000 |
3.340
Ask Size: 4,000 |
Albemarle Corporatio... |
100.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SW9CUZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.12 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.47 |
| Parity: |
2.08 |
| Time value: |
1.30 |
| Break-even: |
125.98 |
| Moneyness: |
1.23 |
| Premium: |
0.11 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.76 |
| Theta: |
-0.04 |
| Omega: |
2.55 |
| Rho: |
0.42 |
Quote data
| Open: |
3.410 |
| High: |
3.480 |
| Low: |
3.230 |
| Previous Close: |
3.440 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.32% |
| 1 Month |
|
|
-5.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.750 |
3.290 |
| 1M High / 1M Low: |
4.430 |
3.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.849 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
