Soc. Generale Call 105 ALB 21.06.2024
/ DE000SU5EDT8
Soc. Generale Call 105 ALB 21.06..../ DE000SU5EDT8 /
| 6/12/2024 9:18:24 AM |
Chg.+0.010 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.850EUR |
+1.19% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
105.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU5EDT |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
105.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
12/7/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.84 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.47 |
| Parity: |
0.84 |
| Time value: |
0.06 |
| Break-even: |
106.77 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
2.27% |
| Delta: |
0.87 |
| Theta: |
-0.11 |
| Omega: |
10.23 |
| Rho: |
0.02 |
Quote data
| Open: |
0.850 |
| High: |
0.850 |
| Low: |
0.850 |
| Previous Close: |
0.840 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.54% |
| 1 Month |
|
|
-64.14% |
| 3 Months |
|
|
-64.44% |
| YTD |
|
|
-82.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.260 |
0.840 |
| 1M High / 1M Low: |
2.900 |
0.840 |
| 6M High / 6M Low: |
4.880 |
0.840 |
| High (YTD): |
1/2/2024 |
4.490 |
| Low (YTD): |
6/11/2024 |
0.840 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.020 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.499 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.80% |
| Volatility 6M: |
|
189.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
