Soc. Generale Call 125 ALB 21.06.2024
/ DE000SU7MY87
Soc. Generale Call 125 ALB 21.06..../ DE000SU7MY87 /
| 2024-04-30 8:16:43 AM |
Chg.+0.140 |
Bid8:51:16 PM |
Ask8:51:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+41.18% |
0.390
Bid Size: 60,000 |
0.400
Ask Size: 60,000 |
Albemarle Corporatio... |
125.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU7MY8 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
125.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-30 |
| Last trading day: |
2024-06-21 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.87 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.48 |
| Parity: |
0.03 |
| Time value: |
0.51 |
| Break-even: |
127.46 |
| Moneyness: |
1.01 |
| Premium: |
0.09 |
| Premium p.a.: |
0.79 |
| Spread abs.: |
0.01 |
| Spread %: |
1.89% |
| Delta: |
0.56 |
| Theta: |
-0.10 |
| Omega: |
6.13 |
| Rho: |
0.08 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+60.00% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
-33.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.340 |
0.300 |
| 1M High / 1M Low: |
0.810 |
0.300 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.509 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
265.11% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
