Soc. Generale Put 120 ALB 20.09.2024
/ DE000SU2L7B2
Soc. Generale Put 120 ALB 20.09.2.../ DE000SU2L7B2 /
| 2024-05-20 8:38:01 AM |
Chg.-0.080 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-8.42% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SU2L7B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.76 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
-1.02 |
| Time value: |
0.91 |
| Break-even: |
101.27 |
| Moneyness: |
0.92 |
| Premium: |
0.16 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
-0.31 |
| Theta: |
-0.05 |
| Omega: |
-4.17 |
| Rho: |
-0.16 |
Quote data
| Open: |
0.870 |
| High: |
0.870 |
| Low: |
0.870 |
| Previous Close: |
0.950 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.31% |
| 1 Month |
|
|
-55.38% |
| 3 Months |
|
|
-48.52% |
| YTD |
|
|
-28.10% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.810 |
| 1M High / 1M Low: |
1.890 |
0.810 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-02-06 |
2.320 |
| Low (YTD): |
2024-05-15 |
0.810 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.924 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.252 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
