Soc. Generale Call 114 ALB 21.06.2024
/ DE000SU7F868
Soc. Generale Call 114 ALB 21.06..../ DE000SU7F868 /
| 17/05/2024 14:40:12 |
Chg.-0.010 |
Bid15:47:31 |
Ask15:47:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.640EUR |
-0.61% |
1.700
Bid Size: 35,000 |
1.720
Ask Size: 35,000 |
Albemarle Corporatio... |
114.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SU7F86 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
114.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
25/01/2024 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.25 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
1.40 |
| Time value: |
0.24 |
| Break-even: |
121.30 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.23% |
| Delta: |
0.82 |
| Theta: |
-0.08 |
| Omega: |
5.91 |
| Rho: |
0.08 |
Quote data
| Open: |
1.610 |
| High: |
1.640 |
| Low: |
1.590 |
| Previous Close: |
1.650 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.34% |
| 1 Month |
|
|
+40.17% |
| 3 Months |
|
|
-19.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.230 |
1.570 |
| 1M High / 1M Low: |
2.230 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.814 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.500 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
245.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
