Soc. Generale Call 120 ALB 16.01.2026
/ DE000SU5EPY2
Soc. Generale Call 120 ALB 16.01..../ DE000SU5EPY2 /
| 5/21/2024 7:55:10 PM |
Chg.-0.130 |
Bid8:27:19 PM |
Ask8:27:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.900EUR |
-3.23% |
3.900
Bid Size: 40,000 |
3.910
Ask Size: 40,000 |
Albemarle Corporatio... |
120.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SU5EPY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/7/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.56 |
| Intrinsic value: |
0.93 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.47 |
| Parity: |
0.93 |
| Time value: |
3.13 |
| Break-even: |
151.09 |
| Moneyness: |
1.08 |
| Premium: |
0.26 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
2.11 |
| Rho: |
0.74 |
Quote data
| Open: |
4.030 |
| High: |
4.030 |
| Low: |
3.870 |
| Previous Close: |
4.030 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.95% |
| 1 Month |
|
|
+17.82% |
| 3 Months |
|
|
+3.17% |
| YTD |
|
|
-34.01% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.480 |
3.930 |
| 1M High / 1M Low: |
4.480 |
3.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2024 |
5.730 |
| Low (YTD): |
4/18/2024 |
3.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.116 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.928 |
| Avg. volume 1M: |
|
2.500 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
89.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
