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Soc. Generale Call 110 ALB 17.01..../  DE000SU5D7R5  /

Frankfurt Zert./SG
2024-06-07  9:44:36 PM Chg.-0.190 Bid9:59:02 PM Ask9:59:02 PM Underlying Strike price Expiration date Option type
2.030EUR -8.56% 2.040
Bid Size: 4,000		 2.050
Ask Size: 4,000		 Albemarle Corporatio... 110.00 USD 2025-01-17 Call
 

Master data

WKN: SU5D7R
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 110.00 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: 4.82
Leverage: Yes

Calculated values

Fair value: 2.04
Intrinsic value: 0.75
Implied volatility: 0.53
Historic volatility: 0.47
Parity: 0.75
Time value: 1.50
Break-even: 123.49
Moneyness: 1.07
Premium: 0.14
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.45%
Delta: 0.67
Theta: -0.04
Omega: 3.22
Rho: 0.31
 

Quote data

Open: 2.220
High: 2.220
Low: 2.020
Previous Close: 2.220
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -19.44%
1 Month
  -37.92%
3 Months
  -28.52%
YTD
  -61.19%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.430 2.030
1M High / 1M Low: 3.600 2.030
6M High / 6M Low: 5.390 2.030
High (YTD): 2024-01-02 4.980
Low (YTD): 2024-06-07 2.030
52W High: - -
52W Low: - -
Avg. price 1W:   2.246
Avg. volume 1W:   0.000
Avg. price 1M:   2.856
Avg. volume 1M:   0.000
Avg. price 6M:   3.276
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   99.42%
Volatility 6M:   136.69%
Volatility 1Y:   -
Volatility 3Y:   -