Soc. Generale Call 134 ALB 21.06.2024
/ DE000SU6JJ25
Soc. Generale Call 134 ALB 21.06..../ DE000SU6JJ25 /
| 2024-05-20 8:24:53 AM |
Chg.+0.060 |
Bid11:38:33 AM |
Ask11:38:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.580EUR |
+11.54% |
0.600
Bid Size: 6,000 |
0.640
Ask Size: 6,000 |
Albemarle Corporatio... |
134.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU6JJ2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
134.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
-0.26 |
| Time value: |
0.60 |
| Break-even: |
129.25 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
1.20 |
| Spread abs.: |
0.01 |
| Spread %: |
1.69% |
| Delta: |
0.48 |
| Theta: |
-0.11 |
| Omega: |
9.62 |
| Rho: |
0.05 |
Quote data
| Open: |
0.580 |
| High: |
0.580 |
| Low: |
0.580 |
| Previous Close: |
0.520 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+45.00% |
| 3 Months |
|
|
-51.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.830 |
0.480 |
| 1M High / 1M Low: |
0.830 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.618 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.570 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
349.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
