Soc. Generale Call 124 ALB 17.05.2024
/ DE000SW8EVY2
Soc. Generale Call 124 ALB 17.05..../ DE000SW8EVY2 /
| 2024-05-03 9:41:48 PM |
Chg.+0.180 |
Bid9:59:30 PM |
Ask9:59:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+33.33% |
0.700
Bid Size: 5,000 |
0.710
Ask Size: 5,000 |
Albemarle Corporatio... |
124.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
SW8EVY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
124.00 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: |
17.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.51 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.48 |
| Parity: |
0.12 |
| Time value: |
0.55 |
| Break-even: |
122.27 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
2.31 |
| Spread abs.: |
0.01 |
| Spread %: |
1.52% |
| Delta: |
0.56 |
| Theta: |
-0.22 |
| Omega: |
9.80 |
| Rho: |
0.02 |
Quote data
| Open: |
0.590 |
| High: |
0.850 |
| Low: |
0.540 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+80.00% |
| 1 Month |
|
|
-43.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.400 |
| 1M High / 1M Low: |
1.450 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.540 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.731 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
450.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
