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

EUWAX
2024-06-13  8:37:52 AM Chg.-0.090 Bid1:56:30 PM Ask1:56:30 PM Underlying Strike price Expiration date Option type
0.830EUR -9.78% 0.840
Bid Size: 6,000		 0.880
Ask Size: 6,000		 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: 11.71
Leverage: Yes

Calculated values

Fair value: 0.78
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -0.68
Time value: 0.89
Break-even: 119.88
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.68
Spread abs.: 0.01
Spread %: 1.14%
Delta: 0.48
Theta: -0.06
Omega: 5.57
Rho: 0.11
 

Quote data

Open: 0.830
High: 0.830
Low: 0.830
Previous Close: 0.920
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.66%
1 Month
  -58.71%
3 Months
  -61.40%
YTD
  -80.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.920
1M High / 1M Low: 2.350 0.920
6M High / 6M Low: 4.350 0.920
High (YTD): 2024-01-02 3.970
Low (YTD): 2024-06-12 0.920
52W High: - -
52W Low: - -
Avg. price 1W:   1.030
Avg. volume 1W:   0.000
Avg. price 1M:   1.603
Avg. volume 1M:   0.000
Avg. price 6M:   2.201
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   141.80%
Volatility 6M:   175.81%
Volatility 1Y:   -
Volatility 3Y:   -