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Soc. Generale Call 125 ALB 21.06..../  DE000SU2L8U0  /

Frankfurt Zert./SG
2024-05-31  9:46:29 PM Chg.-0.110 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.390EUR -22.00% 0.430
Bid Size: 7,000		 0.440
Ask Size: 7,000		 Albemarle Corporatio... 125.00 USD 2024-06-21 Call
 

Master data

WKN: SU2L8U
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 125.00 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: 25.11
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.47
Parity: -0.22
Time value: 0.45
Break-even: 119.72
Moneyness: 0.98
Premium: 0.06
Premium p.a.: 1.87
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.47
Theta: -0.14
Omega: 11.70
Rho: 0.03
 

Quote data

Open: 0.470
High: 0.550
Low: 0.360
Previous Close: 0.500
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -45.83%
1 Month
  -51.25%
3 Months
  -85.00%
YTD
  -88.70%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.390
1M High / 1M Low: 1.410 0.390
6M High / 6M Low: 3.620 0.390
High (YTD): 2024-01-02 3.220
Low (YTD): 2024-05-31 0.390
52W High: - -
52W Low: - -
Avg. price 1W:   0.590
Avg. volume 1W:   0.000
Avg. price 1M:   0.897
Avg. volume 1M:   0.000
Avg. price 6M:   1.536
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   279.25%
Volatility 6M:   259.21%
Volatility 1Y:   -
Volatility 3Y:   -