Soc. Generale Call 110 ALB 17.01.2025
/ DE000SU5D7R5
Soc. Generale Call 110 ALB 17.01..../ DE000SU5D7R5 /
| 6/13/2024 9:39:26 PM |
Chg.-0.230 |
Bid9:59:46 PM |
Ask9:59:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.600EUR |
-12.57% |
1.610
Bid Size: 4,000 |
1.620
Ask Size: 4,000 |
Albemarle Corporatio... |
110.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SU5D7R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
12/7/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.70 |
| Intrinsic value: |
0.25 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
0.25 |
| Time value: |
1.64 |
| Break-even: |
120.63 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.01 |
| Spread %: |
0.53% |
| Delta: |
0.62 |
| Theta: |
-0.04 |
| Omega: |
3.44 |
| Rho: |
0.28 |
Quote data
| Open: |
1.800 |
| High: |
1.840 |
| Low: |
1.600 |
| Previous Close: |
1.830 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-27.93% |
| 1 Month |
|
|
-51.37% |
| 3 Months |
|
|
-51.07% |
| YTD |
|
|
-69.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.220 |
1.830 |
| 1M High / 1M Low: |
3.600 |
1.830 |
| 6M High / 6M Low: |
5.390 |
1.830 |
| High (YTD): |
1/2/2024 |
4.980 |
| Low (YTD): |
6/12/2024 |
1.830 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.006 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.676 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.230 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
96.58% |
| Volatility 6M: |
|
133.35% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
