Soc. Generale Call 100 ALB 21.06.2024
/ DE000SU5EDS0
Soc. Generale Call 100 ALB 21.06..../ DE000SU5EDS0 /
| 2024-05-31 9:50:16 PM |
Chg.-0.190 |
Bid9:59:57 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.050EUR |
-8.48% |
2.130
Bid Size: 3,000 |
-
Ask Size: - |
Albemarle Corporatio... |
100.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU5EDS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.47 |
| Parity: |
2.08 |
| Time value: |
0.07 |
| Break-even: |
113.68 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.93 |
| Theta: |
-0.06 |
| Omega: |
4.91 |
| Rho: |
0.05 |
Quote data
| Open: |
2.120 |
| High: |
2.300 |
| Low: |
1.950 |
| Previous Close: |
2.240 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.23% |
| 1 Month |
|
|
-6.39% |
| 3 Months |
|
|
-52.33% |
| YTD |
|
|
-59.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.630 |
2.050 |
| 1M High / 1M Low: |
3.370 |
2.050 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
4.830 |
| Low (YTD): |
2024-04-22 |
1.740 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.356 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.700 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
