Soc. Generale Put 120 ALB 21.03.2025
/ DE000SU6QVS4
Soc. Generale Put 120 ALB 21.03.2.../ DE000SU6QVS4 /
2024-05-17 9:42:37 PM |
Chg.-0.040 |
Bid9:59:15 PM |
Ask9:59:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.590EUR |
-2.45% |
1.580 Bid Size: 9,000 |
1.590 Ask Size: 9,000 |
Albemarle Corporatio... |
120.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
SU6QVS |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2025-03-21 |
Issue date: |
2024-01-08 |
Last trading day: |
2025-03-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-7.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.40 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.54 |
Historic volatility: |
0.47 |
Parity: |
-0.85 |
Time value: |
1.66 |
Break-even: |
93.82 |
Moneyness: |
0.93 |
Premium: |
0.21 |
Premium p.a.: |
0.25 |
Spread abs.: |
0.01 |
Spread %: |
0.61% |
Delta: |
-0.32 |
Theta: |
-0.03 |
Omega: |
-2.31 |
Rho: |
-0.46 |
Quote data
Open: |
1.630 |
High: |
1.640 |
Low: |
1.490 |
Previous Close: |
1.630 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.05% |
1 Month |
|
|
-34.84% |
3 Months |
|
|
-32.05% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.710 |
1.480 |
1M High / 1M Low: |
2.550 |
1.480 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.612 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.994 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.74% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |