OverviewChartNewsTraderScreen

Soc. Generale Call 120 ALB 21.06..../  DE000SU2L8T2  /

EUWAX
12/06/2024  08:38:39 Chg.-0.020 Bid17:33:05 Ask17:33:05 Underlying Strike price Expiration date Option type
0.100EUR -16.67% 0.100
Bid Size: 40,000		 0.110
Ask Size: 40,000		 Albemarle Corporatio... 120.00 USD 21/06/2024 Call
 

Master data

WKN: SU2L8T
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 21/06/2024
Issue date: 22/11/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.63
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.47
Parity: -0.56
Time value: 0.13
Break-even: 113.03
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 11.94
Spread abs.: 0.01
Spread %: 8.33%
Delta: 0.27
Theta: -0.15
Omega: 21.97
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.120
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -72.97%
1 Month
  -93.59%
3 Months
  -93.90%
YTD
  -97.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.370 0.120
1M High / 1M Low: 1.670 0.120
6M High / 6M Low: 3.940 0.120
High (YTD): 02/01/2024 3.540
Low (YTD): 11/06/2024 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.852
Avg. volume 1M:   0.000
Avg. price 6M:   1.653
Avg. volume 6M:   62.400
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.76%
Volatility 6M:   257.07%
Volatility 1Y:   -
Volatility 3Y:   -