OverviewChartNewsTraderScreen

Soc. Generale Call 135 ALB 21.06..../  DE000SU1R312  /

EUWAX
2024-05-20  10:32:03 AM Chg.+0.040 Bid12:32:37 PM Ask12:32:37 PM Underlying Strike price Expiration date Option type
0.260EUR +18.18% 0.270
Bid Size: 10,000		 0.290
Ask Size: 10,000		 Albemarle Corporatio... 135.00 USD 2024-06-21 Call
 

Master data

WKN: SU1R31
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-06
Last trading day: 2024-06-21
Ratio: 20:1
Exercise type: European
Quanto: No
Gearing: 23.19
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.46
Historic volatility: 0.47
Parity: -0.18
Time value: 0.26
Break-even: 129.37
Moneyness: 0.97
Premium: 0.07
Premium p.a.: 1.23
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.45
Theta: -0.11
Omega: 10.48
Rho: 0.04
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+44.44%
3 Months
  -55.17%
YTD
  -82.31%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.200
1M High / 1M Low: 0.400 0.180
6M High / 6M Low: 1.570 0.180
High (YTD): 2024-01-02 1.340
Low (YTD): 2024-04-26 0.180
52W High: - -
52W Low: - -
Avg. price 1W:   0.276
Avg. volume 1W:   0.000
Avg. price 1M:   0.254
Avg. volume 1M:   0.000
Avg. price 6M:   0.618
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   361.85%
Volatility 6M:   268.86%
Volatility 1Y:   -
Volatility 3Y:   -