Soc. Generale Call 105 ALB 17.01.2025
/ DE000SU5D7Q7
Soc. Generale Call 105 ALB 17.01..../ DE000SU5D7Q7 /
| 2024-04-30 9:41:11 PM |
Chg.-0.340 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.970EUR |
-10.27% |
2.990
Bid Size: 2,000 |
3.000
Ask Size: 2,000 |
Albemarle Corporatio... |
105.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SU5D7Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
1.93 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
1.93 |
| Time value: |
1.40 |
| Break-even: |
131.30 |
| Moneyness: |
1.20 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.01 |
| Spread %: |
0.30% |
| Delta: |
0.75 |
| Theta: |
-0.04 |
| Omega: |
2.64 |
| Rho: |
0.39 |
Quote data
| Open: |
3.230 |
| High: |
3.230 |
| Low: |
2.950 |
| Previous Close: |
3.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.65% |
| 1 Month |
|
|
-22.45% |
| 3 Months |
|
|
-9.45% |
| YTD |
|
|
-46.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.310 |
2.630 |
| 1M High / 1M Low: |
3.920 |
2.540 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
5.300 |
| Low (YTD): |
2024-04-18 |
2.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.802 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.104 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
