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Soc. Generale Call 115 ALB 17.01..../  DE000SU5D7S3  /

Frankfurt Zert./SG
2024-06-07  4:45:16 PM Chg.-0.030 Bid5:03:40 PM Ask5:03:40 PM Underlying Strike price Expiration date Option type
1.950EUR -1.52% 1.900
Bid Size: 45,000		 1.910
Ask Size: 45,000		 Albemarle Corporatio... 115.00 USD 2025-01-17 Call
 

Master data

WKN: SU5D7S
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 2025-01-17
Issue date: 2023-12-07
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.40
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 0.29
Implied volatility: 0.53
Historic volatility: 0.47
Parity: 0.29
Time value: 1.72
Break-even: 125.68
Moneyness: 1.03
Premium: 0.16
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 0.50%
Delta: 0.63
Theta: -0.04
Omega: 3.39
Rho: 0.29
 

Quote data

Open: 1.980
High: 1.980
Low: 1.880
Previous Close: 1.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.22%
1 Month
  -37.10%
3 Months
  -30.36%
YTD
  -60.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.300 1.980
1M High / 1M Low: 3.290 1.980
6M High / 6M Low: 5.090 1.980
High (YTD): 2024-01-02 4.770
Low (YTD): 2024-06-06 1.980
52W High: - -
52W Low: - -
Avg. price 1W:   2.110
Avg. volume 1W:   0.000
Avg. price 1M:   2.654
Avg. volume 1M:   0.000
Avg. price 6M:   3.043
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.50%
Volatility 6M:   144.57%
Volatility 1Y:   -
Volatility 3Y:   -