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Soc. Generale Call 150 ALB 21.03..../  DE000SU2MEK5  /

Frankfurt Zert./SG
2024-06-07  9:40:38 PM Chg.-0.110 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
1.030EUR -9.65% 1.040
Bid Size: 8,000		 1.050
Ask Size: 8,000		 Albemarle Corporatio... 150.00 USD 2025-03-21 Call
 

Master data

WKN: SU2MEK
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-03-21
Issue date: 2023-11-22
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.23
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -3.25
Time value: 1.04
Break-even: 149.27
Moneyness: 0.77
Premium: 0.40
Premium p.a.: 0.54
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.39
Theta: -0.04
Omega: 3.95
Rho: 0.24
 

Quote data

Open: 1.150
High: 1.150
Low: 1.030
Previous Close: 1.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -24.82%
1 Month
  -45.50%
3 Months
  -41.48%
YTD
  -71.39%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.290 1.030
1M High / 1M Low: 2.070 1.030
6M High / 6M Low: 3.730 1.030
High (YTD): 2024-01-02 3.380
Low (YTD): 2024-06-07 1.030
52W High: - -
52W Low: - -
Avg. price 1W:   1.170
Avg. volume 1W:   0.000
Avg. price 1M:   1.578
Avg. volume 1M:   0.000
Avg. price 6M:   2.043
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   110.45%
Volatility 6M:   153.05%
Volatility 1Y:   -
Volatility 3Y:   -