Soc. Generale Call 115 ALB 21.06.2024
/ DE000SU9HNH7
Soc. Generale Call 115 ALB 21.06..../ DE000SU9HNH7 /
| 2024-04-30 9:24:50 AM |
Chg.+0.170 |
Bid7:13:53 PM |
Ask7:13:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+28.81% |
0.630
Bid Size: 50,000 |
0.640
Ask Size: 50,000 |
Albemarle Corporatio... |
115.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU9HNH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-16 |
| Last trading day: |
2024-06-21 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.72 |
| Intrinsic value: |
0.50 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.48 |
| Parity: |
0.50 |
| Time value: |
0.31 |
| Break-even: |
123.53 |
| Moneyness: |
1.09 |
| Premium: |
0.05 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.70 |
| Theta: |
-0.09 |
| Omega: |
5.09 |
| Rho: |
0.09 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.590 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+61.70% |
| 1 Month |
|
|
-24.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.590 |
0.470 |
| 1M High / 1M Low: |
1.100 |
0.450 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.738 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
240.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
