Soc. Generale Call 120 ALB 16.01.2026
/ DE000SU5EPY2
Soc. Generale Call 120 ALB 16.01..../ DE000SU5EPY2 /
| 21/05/2024 09:05:51 |
Chg.-0.08 |
Bid16:18:00 |
Ask16:18:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.02EUR |
-1.95% |
3.91
Bid Size: 40,000 |
3.92
Ask Size: 40,000 |
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: |
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: |
4.02 |
| High: |
4.02 |
| Low: |
4.02 |
| Previous Close: |
4.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.96% |
| 1 Month |
|
|
+25.63% |
| 3 Months |
|
|
+14.20% |
| YTD |
|
|
-32.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.49 |
3.89 |
| 1M High / 1M Low: |
4.49 |
3.24 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
02/01/2024 |
5.73 |
| Low (YTD): |
19/04/2024 |
3.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.86 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
