Soc. Generale Call 105 ALB 21.06.2024
/ DE000SU5EDT8
Soc. Generale Call 105 ALB 21.06..../ DE000SU5EDT8 /
| 2024-05-20 9:08:36 AM |
Chg.+0.17 |
Bid1:02:16 PM |
Ask1:02:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.45EUR |
+7.46% |
2.51
Bid Size: 3,000 |
-
Ask Size: - |
Albemarle Corporatio... |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU5EDT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 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: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.47 |
| Intrinsic value: |
2.40 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
2.40 |
| Time value: |
0.09 |
| Break-even: |
121.47 |
| Moneyness: |
1.25 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.05 |
| Omega: |
4.54 |
| Rho: |
0.08 |
Quote data
| Open: |
2.45 |
| High: |
2.45 |
| Low: |
2.45 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.38% |
| 1 Month |
|
|
+77.54% |
| 3 Months |
|
|
-5.04% |
| YTD |
|
|
-48.31% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.90 |
2.16 |
| 1M High / 1M Low: |
2.90 |
1.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
4.49 |
| Low (YTD): |
2024-04-19 |
1.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.45 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
