Soc. Generale Call 105 ALB 17.01.2025
/ DE000SU5D7Q7
Soc. Generale Call 105 ALB 17.01..../ DE000SU5D7Q7 /
| 21/05/2024 18:49:00 |
Chg.-0.150 |
Bid18:59:27 |
Ask18:59:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.240EUR |
-4.42% |
3.240
Bid Size: 35,000 |
3.250
Ask Size: 35,000 |
Albemarle Corporatio... |
105.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
SU5D7Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
07/12/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.21 |
| Intrinsic value: |
2.32 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.47 |
| Parity: |
2.32 |
| Time value: |
1.11 |
| Break-even: |
130.98 |
| Moneyness: |
1.24 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.29% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
2.71 |
| Rho: |
0.39 |
Quote data
| Open: |
3.390 |
| High: |
3.390 |
| Low: |
3.190 |
| Previous Close: |
3.390 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.92% |
| 1 Month |
|
|
+26.07% |
| 3 Months |
|
|
+2.53% |
| YTD |
|
|
-41.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.900 |
3.290 |
| 1M High / 1M Low: |
3.900 |
2.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
5.300 |
| Low (YTD): |
18/04/2024 |
2.540 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.490 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.263 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
