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Soc. Generale Call 120 ALB 16.01..../  DE000SU5EPY2  /

Frankfurt Zert./SG
14/06/2024  20:07:37 Chg.-0.170 Bid20:09:05 Ask20:09:05 Underlying Strike price Expiration date Option type
2.330EUR -6.80% 2.320
Bid Size: 45,000		 2.330
Ask Size: 45,000		 Albemarle Corporatio... 120.00 USD 16/01/2026 Call
 

Master data

WKN: SU5EPY
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 16/01/2026
Issue date: 07/12/2023
Last trading day: 15/01/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 2.19
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.47
Parity: -1.10
Time value: 2.52
Break-even: 136.96
Moneyness: 0.90
Premium: 0.36
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.61
Theta: -0.03
Omega: 2.43
Rho: 0.57
 

Quote data

Open: 2.490
High: 2.530
Low: 2.330
Previous Close: 2.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.48%
1 Month
  -47.99%
3 Months
  -38.85%
YTD
  -60.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.930 2.500
1M High / 1M Low: 4.480 2.500
6M High / 6M Low: 6.020 2.500
High (YTD): 02/01/2024 5.730
Low (YTD): 13/06/2024 2.500
52W High: - -
52W Low: - -
Avg. price 1W:   2.776
Avg. volume 1W:   0.000
Avg. price 1M:   3.517
Avg. volume 1M:   0.000
Avg. price 6M:   4.075
Avg. volume 6M:   .400
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.40%
Volatility 6M:   100.02%
Volatility 1Y:   -
Volatility 3Y:   -