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Soc. Generale Put 110 ALB 21.06.2.../  DE000SU2L651  /

Frankfurt Zert./SG
2024-06-05  9:40:09 PM Chg.-0.040 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.130EUR -23.53% 0.140
Bid Size: 10,000		 0.150
Ask Size: 10,000		 Albemarle Corporatio... 110.00 USD 2024-06-21 Put
 

Master data

WKN: SU2L65
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 110.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-22
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -60.40
Leverage: Yes

Calculated values

Fair value: 0.13
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.47
Parity: -0.76
Time value: 0.18
Break-even: 99.29
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 5.68
Spread abs.: 0.01
Spread %: 5.88%
Delta: -0.24
Theta: -0.12
Omega: -14.30
Rho: -0.01
 

Quote data

Open: 0.150
High: 0.170
Low: 0.120
Previous Close: 0.170
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -40.91%
3 Months
  -86.73%
YTD
  -79.37%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.130
1M High / 1M Low: 0.220 0.099
6M High / 6M Low: 1.430 0.099
High (YTD): 2024-02-05 1.430
Low (YTD): 2024-05-28 0.099
52W High: - -
52W Low: - -
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.723
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   337.72%
Volatility 6M:   293.11%
Volatility 1Y:   -
Volatility 3Y:   -