Soc. Generale Call 120 ALB 16.01.2026
/ DE000SU5EPY2
Soc. Generale Call 120 ALB 16.01..../ DE000SU5EPY2 /
| 2024-04-30 9:47:08 PM |
Chg.-0.330 |
Bid9:59:47 PM |
Ask9:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.670EUR |
-8.25% |
3.690
Bid Size: 2,000 |
3.700
Ask Size: 2,000 |
Albemarle Corporatio... |
120.00 USD |
2026-01-16 |
Call |
Master data
| WKN: |
SU5EPY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2026-01-16 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2026-01-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.40 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.48 |
| Parity: |
0.53 |
| Time value: |
3.49 |
| Break-even: |
152.20 |
| Moneyness: |
1.05 |
| Premium: |
0.30 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
2.05 |
| Rho: |
0.73 |
Quote data
| Open: |
3.930 |
| High: |
3.930 |
| Low: |
3.670 |
| Previous Close: |
4.000 |
| Turnover: |
195.500 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.90% |
| 1 Month |
|
|
-17.53% |
| 3 Months |
|
|
+2.80% |
| YTD |
|
|
-37.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.000 |
3.350 |
| 1M High / 1M Low: |
4.600 |
3.270 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
5.730 |
| Low (YTD): |
2024-04-18 |
3.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.570 |
| Avg. volume 1W: |
|
10 |
| Avg. price 1M: |
|
3.808 |
| Avg. volume 1M: |
|
2.381 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
