Soc. Generale Call 120 ALB 21.06.2024
/ DE000SU2L8T2
Soc. Generale Call 120 ALB 21.06..../ DE000SU2L8T2 /
| 2024-05-31 1:22:02 PM |
Chg.-0.010 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
-1.39% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU2L8T |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
0.24 |
| Time value: |
0.44 |
| Break-even: |
117.41 |
| Moneyness: |
1.02 |
| Premium: |
0.04 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.01 |
| Spread %: |
1.49% |
| Delta: |
0.60 |
| Theta: |
-0.14 |
| Omega: |
9.97 |
| Rho: |
0.03 |
Quote data
| Open: |
0.710 |
| High: |
0.710 |
| Low: |
0.710 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.58% |
| 1 Month |
|
|
-11.25% |
| 3 Months |
|
|
-72.37% |
| YTD |
|
|
-81.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.710 |
| 1M High / 1M Low: |
1.670 |
0.710 |
| 6M High / 6M Low: |
3.940 |
0.710 |
| High (YTD): |
2024-01-02 |
3.540 |
| Low (YTD): |
2024-05-31 |
0.710 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.158 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.750 |
| Avg. volume 6M: |
|
62.903 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
304.85% |
| Volatility 6M: |
|
244.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
