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Soc. Generale Call 120 ALB 20.09..../  DE000SU2L842  /

Frankfurt Zert./SG
2024-06-14  9:47:31 PM Chg.-0.120 Bid9:59:47 PM Ask9:59:47 PM Underlying Strike price Expiration date Option type
0.560EUR -17.65% 0.560
Bid Size: 8,000		 0.570
Ask Size: 8,000		 Albemarle Corporatio... 120.00 USD 2024-09-20 Call
 

Master data

WKN: SU2L84
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.96
Leverage: Yes

Calculated values

Fair value: 0.45
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.47
Parity: -1.54
Time value: 0.57
Break-even: 117.80
Moneyness: 0.86
Premium: 0.22
Premium p.a.: 1.10
Spread abs.: 0.01
Spread %: 1.79%
Delta: 0.36
Theta: -0.05
Omega: 6.11
Rho: 0.08
 

Quote data

Open: 0.680
High: 0.680
Low: 0.560
Previous Close: 0.680
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -44.00%
1 Month
  -71.86%
3 Months
  -72.95%
YTD
  -86.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.960 0.560
1M High / 1M Low: 2.050 0.560
6M High / 6M Low: 4.340 0.560
High (YTD): 2024-01-02 3.950
Low (YTD): 2024-06-14 0.560
52W High: - -
52W Low: - -
Avg. price 1W:   0.796
Avg. volume 1W:   0.000
Avg. price 1M:   1.414
Avg. volume 1M:   0.000
Avg. price 6M:   2.148
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.48%
Volatility 6M:   177.00%
Volatility 1Y:   -
Volatility 3Y:   -