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

EUWAX
2024-06-20  8:37:43 AM Chg.-0.010 Bid10:33:39 AM Ask10:33:39 AM Underlying Strike price Expiration date Option type
0.410EUR -2.38% 0.430
Bid Size: 8,000		 0.460
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: 21.05
Leverage: Yes

Calculated values

Fair value: 0.32
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.47
Parity: -1.90
Time value: 0.44
Break-even: 116.06
Moneyness: 0.83
Premium: 0.25
Premium p.a.: 1.45
Spread abs.: 0.01
Spread %: 2.33%
Delta: 0.31
Theta: -0.05
Omega: 6.47
Rho: 0.06
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.420
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.60%
1 Month
  -80.19%
3 Months
  -78.53%
YTD
  -90.24%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.830 0.420
1M High / 1M Low: 2.070 0.420
6M High / 6M Low: 4.350 0.420
High (YTD): 2024-01-02 3.970
Low (YTD): 2024-06-19 0.420
52W High: - -
52W Low: - -
Avg. price 1W:   0.584
Avg. volume 1W:   0.000
Avg. price 1M:   1.282
Avg. volume 1M:   0.000
Avg. price 6M:   2.062
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.69%
Volatility 6M:   179.44%
Volatility 1Y:   -
Volatility 3Y:   -