Soc. Generale Call 114 ALB 21.06.2024
/ DE000SU7F868
Soc. Generale Call 114 ALB 21.06..../ DE000SU7F868 /
| 2024-05-21 8:57:26 AM |
Chg.0.000 |
Bid9:44:44 AM |
Ask9:44:44 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.650EUR |
0.00% |
1.640
Bid Size: 3,000 |
1.730
Ask Size: 3,000 |
Albemarle Corporatio... |
114.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU7F86 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-01-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.74 |
| Intrinsic value: |
1.57 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.47 |
| Parity: |
1.57 |
| Time value: |
0.22 |
| Break-even: |
122.75 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.22 |
| Spread abs.: |
0.02 |
| Spread %: |
1.13% |
| Delta: |
0.84 |
| Theta: |
-0.08 |
| Omega: |
5.63 |
| Rho: |
0.07 |
Quote data
| Open: |
1.660 |
| High: |
1.660 |
| Low: |
1.650 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.01% |
| 1 Month |
|
|
+58.65% |
| 3 Months |
|
|
-5.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.570 |
| 1M High / 1M Low: |
2.230 |
1.010 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.768 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.584 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
244.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
