Soc. Generale Call 114 ALB 21.06.2024
/ DE000SU7F868
Soc. Generale Call 114 ALB 21.06..../ DE000SU7F868 /
| 2024-04-30 12:03:01 PM |
Chg.-0.140 |
Bid12:07:35 PM |
Ask12:07:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.500EUR |
-8.54% |
1.510
Bid Size: 2,000 |
1.580
Ask Size: 2,000 |
Albemarle Corporatio... |
114.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU7F86 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 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: |
7.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.51 |
| Intrinsic value: |
1.09 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
1.09 |
| Time value: |
0.57 |
| Break-even: |
123.00 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.01 |
| Spread %: |
0.61% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
5.08 |
| Rho: |
0.10 |
Quote data
| Open: |
1.570 |
| High: |
1.570 |
| Low: |
1.480 |
| Previous Close: |
1.640 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.89% |
| 1 Month |
|
|
-33.63% |
| 3 Months |
|
|
-23.47% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.640 |
1.060 |
| 1M High / 1M Low: |
2.350 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.198 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.525 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
275.30% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
