Soc. Generale Put 110 ALB 20.12.2024
/ DE000SU2MDM3
Soc. Generale Put 110 ALB 20.12.2.../ DE000SU2MDM3 /
| 2024-06-07 8:38:51 AM |
Chg.-0.01 |
Bid9:19:03 PM |
Ask9:19:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.14EUR |
-0.87% |
1.29
Bid Size: 70,000 |
1.30
Ask Size: 70,000 |
Albemarle Corporatio... |
110.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU2MDM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
110.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-9.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
-0.75 |
| Time value: |
1.18 |
| Break-even: |
89.19 |
| Moneyness: |
0.93 |
| Premium: |
0.18 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
0.85% |
| Delta: |
-0.33 |
| Theta: |
-0.03 |
| Omega: |
-3.07 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.14 |
| High: |
1.14 |
| Low: |
1.14 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+14.00% |
| 3 Months |
|
|
-32.14% |
| YTD |
|
|
-5.79% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.16 |
1.06 |
| 1M High / 1M Low: |
1.16 |
0.85 |
| 6M High / 6M Low: |
2.08 |
0.85 |
| High (YTD): |
2024-02-06 |
2.08 |
| Low (YTD): |
2024-05-15 |
0.85 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.12 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.44 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.10% |
| Volatility 6M: |
|
137.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
