Soc. Generale Call 112 ALB 21.06.2024
/ DE000SU7F850
Soc. Generale Call 112 ALB 21.06..../ DE000SU7F850 /
| 2024-06-05 9:43:19 PM |
Chg.+0.030 |
Bid9:59:31 PM |
Ask9:59:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.820EUR |
+3.80% |
0.800
Bid Size: 4,000 |
0.810
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: |
13.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.78 |
| Intrinsic value: |
0.58 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
0.58 |
| Time value: |
0.23 |
| Break-even: |
111.02 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.72 |
| Theta: |
-0.13 |
| Omega: |
9.66 |
| Rho: |
0.03 |
Quote data
| Open: |
0.780 |
| High: |
0.900 |
| Low: |
0.770 |
| Previous Close: |
0.790 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.92% |
| 1 Month |
|
|
-55.91% |
| 3 Months |
|
|
-36.92% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.300 |
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: |
|
1.080 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.650 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
202.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
