Soc. Generale Call 125 ALB 21.06.2024
/ DE000SU2L8U0
Soc. Generale Call 125 ALB 21.06..../ DE000SU2L8U0 /
| 2024-05-20 8:38:00 AM |
Chg.+0.110 |
Bid10:28:39 AM |
Ask10:28:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+12.09% |
1.050
Bid Size: 4,000 |
1.110
Ask Size: 4,000 |
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: |
11.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.56 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.47 |
| Parity: |
0.56 |
| Time value: |
0.47 |
| Break-even: |
125.27 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.54 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
0.66 |
| Theta: |
-0.11 |
| Omega: |
7.77 |
| Rho: |
0.06 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.910 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+67.21% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
-70.61% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.830 |
| 1M High / 1M Low: |
1.330 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-02 |
3.240 |
| Low (YTD): |
2024-04-23 |
0.600 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.912 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
308.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
