Soc. Generale Call 105 ALB 21.06.2024
/ DE000SU5EDT8
Soc. Generale Call 105 ALB 21.06..../ DE000SU5EDT8 /
| 2024-06-13 9:13:48 AM |
Chg.- |
Bid11:05:08 AM |
Ask11:05:08 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
105.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU5EDT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-12-07 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.44 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
1.14 |
| Historic volatility: |
0.47 |
| Parity: |
0.30 |
| Time value: |
0.49 |
| Break-even: |
105.69 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
10.84 |
| Spread abs.: |
0.38 |
| Spread %: |
92.68% |
| Delta: |
0.61 |
| Theta: |
-0.44 |
| Omega: |
7.76 |
| Rho: |
0.01 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.850 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-43.90% |
| 1 Month |
|
|
-72.94% |
| 3 Months |
|
|
-73.15% |
| YTD |
|
|
-85.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.230 |
0.690 |
| 1M High / 1M Low: |
2.900 |
0.690 |
| 6M High / 6M Low: |
4.880 |
0.690 |
| High (YTD): |
2024-01-02 |
4.490 |
| Low (YTD): |
2024-06-13 |
0.690 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.906 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.754 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.471 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.75% |
| Volatility 6M: |
|
190.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
