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Soc. Generale Call 120 ALB 21.03..../  DE000SU2MEG3  /

Frankfurt Zert./SG
2024-05-31  9:40:37 PM Chg.-0.150 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
2.300EUR -6.12% 2.350
Bid Size: 5,000		 2.360
Ask Size: 5,000		 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: 2.14
Intrinsic value: 0.24
Implied volatility: 0.54
Historic volatility: 0.47
Parity: 0.24
Time value: 2.16
Break-even: 134.61
Moneyness: 1.02
Premium: 0.19
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.42%
Delta: 0.64
Theta: -0.04
Omega: 3.00
Rho: 0.38
 

Quote data

Open: 2.420
High: 2.510
Low: 2.260
Previous Close: 2.450
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -14.81%
1 Month
  -8.73%
3 Months
  -46.01%
YTD
  -53.44%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.750 2.300
1M High / 1M Low: 3.320 2.300
6M High / 6M Low: 5.060 2.160
High (YTD): 2024-01-02 4.750
Low (YTD): 2024-04-18 2.160
52W High: - -
52W Low: - -
Avg. price 1W:   2.548
Avg. volume 1W:   0.000
Avg. price 1M:   2.814
Avg. volume 1M:   0.000
Avg. price 6M:   3.106
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   106.28%
Volatility 6M:   139.20%
Volatility 1Y:   -
Volatility 3Y:   -