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Soc. Generale Put 120 ALB 21.06.2.../  DE000SU2L669  /

Frankfurt Zert./SG
2024-05-24  9:47:54 PM Chg.-0.150 Bid9:59:52 PM Ask9:59:52 PM Underlying Strike price Expiration date Option type
0.320EUR -31.91% 0.310
Bid Size: 9,700		 0.320
Ask Size: 9,700		 Albemarle Corporatio... 120.00 USD 2024-06-21 Put
 

Master data

WKN: SU2L66
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 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: -36.76
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.47
Parity: -0.70
Time value: 0.32
Break-even: 107.43
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 2.08
Spread abs.: 0.01
Spread %: 3.23%
Delta: -0.29
Theta: -0.10
Omega: -10.83
Rho: -0.03
 

Quote data

Open: 0.460
High: 0.460
Low: 0.320
Previous Close: 0.470
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+6.67%
1 Month
  -70.91%
3 Months
  -75.76%
YTD
  -63.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.300
1M High / 1M Low: 1.100 0.250
6M High / 6M Low: 2.030 0.250
High (YTD): 2024-02-05 1.940
Low (YTD): 2024-05-14 0.250
52W High: - -
52W Low: - -
Avg. price 1W:   0.366
Avg. volume 1W:   0.000
Avg. price 1M:   0.465
Avg. volume 1M:   0.000
Avg. price 6M:   1.159
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   368.66%
Volatility 6M:   262.79%
Volatility 1Y:   -
Volatility 3Y:   -