Soc. Generale Call 115 ALB 21.06.2024
/ DE000SU9HNH7
Soc. Generale Call 115 ALB 21.06..../ DE000SU9HNH7 /
| 5/21/2024 9:24:31 AM |
Chg.-0.040 |
Bid6:57:25 PM |
Ask6:57:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.790EUR |
-4.82% |
0.700
Bid Size: 70,000 |
0.710
Ask Size: 70,000 |
Albemarle Corporatio... |
115.00 USD |
6/21/2024 |
Call |
Master data
| WKN: |
SU9HNH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 USD |
| Maturity: |
6/21/2024 |
| Issue date: |
2/16/2024 |
| Last trading day: |
6/21/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
7.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
0.70 |
| Time value: |
0.11 |
| Break-even: |
122.09 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.24 |
| Spread abs.: |
0.01 |
| Spread %: |
1.25% |
| Delta: |
0.82 |
| Theta: |
-0.09 |
| Omega: |
6.06 |
| Rho: |
0.07 |
Quote data
| Open: |
0.790 |
| High: |
0.790 |
| Low: |
0.790 |
| Previous Close: |
0.830 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.24% |
| 1 Month |
|
|
+75.56% |
| 3 Months |
|
|
+8.22% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.050 |
0.710 |
| 1M High / 1M Low: |
1.050 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.848 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.724 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
286.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
