Soc. Generale Call 110 ALB 21.06.2024
/ DE000SU2UG76
Soc. Generale Call 110 ALB 21.06..../ DE000SU2UG76 /
| 5/21/2024 9:43:17 PM |
Chg.-0.210 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.760EUR |
-10.66% |
1.700
Bid Size: 3,000 |
1.720
Ask Size: 3,000 |
Albemarle Corporatio... |
110.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU2UG7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
11/27/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.97 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
1.86 |
| Time value: |
0.15 |
| Break-even: |
121.39 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.02 |
| Spread %: |
1.01% |
| Delta: |
0.88 |
| Theta: |
-0.07 |
| Omega: |
5.24 |
| Rho: |
0.07 |
Quote data
| Open: |
1.950 |
| High: |
1.950 |
| Low: |
1.730 |
| Previous Close: |
1.970 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-30.98% |
| 1 Month |
|
|
+45.45% |
| 3 Months |
|
|
-9.74% |
| YTD |
|
|
-59.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.550 |
1.840 |
| 1M High / 1M Low: |
2.550 |
1.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
4.160 |
| Low (YTD): |
4/18/2024 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.857 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.04% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
