Soc. Generale Call 110 ALB 21.06.2024
/ DE000SU2UG76
Soc. Generale Call 110 ALB 21.06..../ DE000SU2UG76 /
2024-04-30 9:41:05 PM |
Chg.-0.360 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.540EUR |
-18.95% |
1.550 Bid Size: 2,000 |
1.560 Ask Size: 2,000 |
Albemarle Corporatio... |
110.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
SU2UG7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
110.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-11-27 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.47 |
Implied volatility: |
0.60 |
Historic volatility: |
0.48 |
Parity: |
1.47 |
Time value: |
0.46 |
Break-even: |
121.96 |
Moneyness: |
1.14 |
Premium: |
0.04 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.01 |
Spread %: |
0.52% |
Delta: |
0.77 |
Theta: |
-0.09 |
Omega: |
4.66 |
Rho: |
0.10 |
Quote data
Open: |
1.820 |
High: |
1.830 |
Low: |
1.520 |
Previous Close: |
1.900 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+19.38% |
1 Month |
|
|
-38.89% |
3 Months |
|
|
-28.70% |
YTD |
|
|
-64.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.900 |
1.260 |
1M High / 1M Low: |
2.610 |
1.190 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-01-02 |
4.160 |
Low (YTD): |
2024-04-18 |
1.190 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.406 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.745 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
262.27% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |