Soc. Generale Call 112 ALB 21.06.2024
/ DE000SU7F850
Soc. Generale Call 112 ALB 21.06..../ DE000SU7F850 /
| 2024-06-06 11:07:19 AM |
Chg.-0.060 |
Bid2024-06-06 |
Ask2024-06-06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
-7.32% |
0.760
Bid Size: 4,000 |
0.820
Ask Size: 4,000 |
Albemarle Corporatio... |
112.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU7F85 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
112.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
0.61 |
| Time value: |
0.20 |
| Break-even: |
111.10 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.74 |
| Theta: |
-0.13 |
| Omega: |
9.95 |
| Rho: |
0.03 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.740 |
| Previous Close: |
0.820 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-39.20% |
| 1 Month |
|
|
-62.19% |
| 3 Months |
|
|
-56.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.250 |
0.790 |
| 1M High / 1M Low: |
2.340 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.984 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.614 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
199.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
