Soc. Generale Call 120 ALB 21.03.2025
/ DE000SU2MEG3
Soc. Generale Call 120 ALB 21.03..../ DE000SU2MEG3 /
| 2024-05-31 1:22:15 PM |
Chg.- |
Bid8:28:26 AM |
Ask8:28:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.43EUR |
- |
2.35
Bid Size: 4,000 |
2.42
Ask Size: 4,000 |
Albemarle Corporatio... |
120.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU2MEG |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
0.24 |
| Time value: |
2.16 |
| Break-even: |
134.57 |
| Moneyness: |
1.02 |
| Premium: |
0.19 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.01 |
| Spread %: |
0.42% |
| Delta: |
0.64 |
| Theta: |
-0.04 |
| Omega: |
2.99 |
| Rho: |
0.38 |
Quote data
| Open: |
2.42 |
| High: |
2.43 |
| Low: |
2.42 |
| Previous Close: |
2.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.67% |
| 1 Month |
|
|
-10.66% |
| 3 Months |
|
|
-38.48% |
| YTD |
|
|
-50.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.69 |
2.43 |
| 1M High / 1M Low: |
3.23 |
2.43 |
| 6M High / 6M Low: |
5.09 |
2.13 |
| High (YTD): |
2024-01-02 |
4.72 |
| Low (YTD): |
2024-04-19 |
2.13 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.08 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.06% |
| Volatility 6M: |
|
137.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
