Soc. Generale Put 140 ALB 21.03.2025
/ DE000SU6Q3Y4
Soc. Generale Put 140 ALB 21.03.2.../ DE000SU6Q3Y4 /
2024-06-07 9:50:12 PM |
Chg.+0.190 |
Bid9:59:02 PM |
Ask9:59:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.260EUR |
+6.19% |
3.240 Bid Size: 5,000 |
3.250 Ask Size: 5,000 |
Albemarle Corporatio... |
140.00 USD |
2025-03-21 |
Put |
Master data
WKN: |
SU6Q3Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 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: |
-3.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.83 |
Intrinsic value: |
2.00 |
Implied volatility: |
0.53 |
Historic volatility: |
0.47 |
Parity: |
2.00 |
Time value: |
1.08 |
Break-even: |
97.74 |
Moneyness: |
1.18 |
Premium: |
0.10 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
-0.53 |
Theta: |
-0.03 |
Omega: |
-1.85 |
Rho: |
-0.69 |
Quote data
Open: |
3.020 |
High: |
3.280 |
Low: |
3.010 |
Previous Close: |
3.070 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.14% |
1 Month |
|
|
+22.56% |
3 Months |
|
|
-8.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.260 |
2.960 |
1M High / 1M Low: |
3.260 |
2.390 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.773 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
80.14% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |