OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
13/06/2024  21:51:08 Chg.-0.200 Bid08:26:21 Ask08:26:21 Underlying Strike price Expiration date Option type
1.420EUR -12.35% 1.400
Bid Size: 5,000		 1.460
Ask Size: 5,000		 Albemarle Corporatio... 115.00 USD 17/01/2025 Call
 

Master data

WKN: SU5D7S
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 115.00 USD
Maturity: 17/01/2025
Issue date: 07/12/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.05
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -0.63
Time value: 1.43
Break-even: 121.40
Moneyness: 0.94
Premium: 0.20
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 0.70%
Delta: 0.54
Theta: -0.04
Omega: 3.81
Rho: 0.24
 

Quote data

Open: 1.590
High: 1.630
Low: 1.410
Previous Close: 1.620
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -21.55%
1 Month
  -56.84%
3 Months
  -47.21%
YTD
  -71.43%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.420
1M High / 1M Low: 3.290 1.420
6M High / 6M Low: 5.090 1.420
High (YTD): 02/01/2024 4.770
Low (YTD): 13/06/2024 1.420
52W High: - -
52W Low: - -
Avg. price 1W:   1.674
Avg. volume 1W:   0.000
Avg. price 1M:   2.355
Avg. volume 1M:   0.000
Avg. price 6M:   2.964
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   93.75%
Volatility 6M:   137.53%
Volatility 1Y:   -
Volatility 3Y:   -