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Soc. Generale Call 110 ALB 21.03..../  DE000SU2WHK7  /

Frankfurt Zert./SG
2024-06-07  4:52:03 PM Chg.-0.050 Bid4:59:58 PM Ask4:59:58 PM Underlying Strike price Expiration date Option type
2.410EUR -2.03% 2.370
Bid Size: 40,000		 2.380
Ask Size: 40,000		 Albemarle Corporatio... 110.00 USD 2025-03-21 Call
 

Master data

WKN: SU2WHK
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 110.00 USD
Maturity: 2025-03-21
Issue date: 2023-11-28
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.38
Leverage: Yes

Calculated values

Fair value: 2.26
Intrinsic value: 0.75
Implied volatility: 0.53
Historic volatility: 0.47
Parity: 0.75
Time value: 1.73
Break-even: 125.79
Moneyness: 1.07
Premium: 0.16
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.67
Theta: -0.04
Omega: 2.95
Rho: 0.38
 

Quote data

Open: 2.460
High: 2.460
Low: 2.320
Previous Close: 2.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -12.68%
1 Month
  -33.43%
3 Months
  -26.75%
YTD
  -55.94%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.760 2.460
1M High / 1M Low: 3.820 2.460
6M High / 6M Low: 5.590 2.460
High (YTD): 2024-01-02 5.240
Low (YTD): 2024-06-06 2.460
52W High: - -
52W Low: - -
Avg. price 1W:   2.588
Avg. volume 1W:   0.000
Avg. price 1M:   3.159
Avg. volume 1M:   0.000
Avg. price 6M:   3.534
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.74%
Volatility 6M:   126.96%
Volatility 1Y:   -
Volatility 3Y:   -