Soc. Generale Call 116 ALB 17.05.2024
/ DE000SW8EVV8
Soc. Generale Call 116 ALB 17.05..../ DE000SW8EVV8 /
| 2024-05-03 9:48:50 PM |
Chg.+0.260 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.290EUR |
+25.24% |
1.260
Bid Size: 4,000 |
1.270
Ask Size: 4,000 |
Albemarle Corporatio... |
116.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
SW8EVV |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
116.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.48 |
| Parity: |
0.87 |
| Time value: |
0.30 |
| Break-even: |
119.81 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.95 |
| Spread abs.: |
0.01 |
| Spread %: |
0.86% |
| Delta: |
0.73 |
| Theta: |
-0.20 |
| Omega: |
7.33 |
| Rho: |
0.03 |
Quote data
| Open: |
1.060 |
| High: |
1.460 |
| Low: |
1.010 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.17% |
| 1 Month |
|
|
-25.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.190 |
0.720 |
| 1M High / 1M Low: |
1.970 |
0.620 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.948 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.095 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.32% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
