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

EUWAX
6/12/2024  8:38:39 AM Chg.- Bid8:23:38 AM Ask8:23:38 AM Underlying Strike price Expiration date Option type
0.100EUR - 0.060
Bid Size: 10,000		 0.081
Ask Size: 10,000		 Albemarle Corporatio... 120.00 USD 6/21/2024 Call
 

Master data

WKN: SU2L8T
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 120.00 USD
Maturity: 6/21/2024
Issue date: 11/22/2023
Last trading day: 6/20/2024
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: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.59%
1 Month
  -92.19%
3 Months
  -93.67%
YTD
  -97.35%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.100
1M High / 1M Low: 1.670 0.100
6M High / 6M Low: 3.940 0.100
High (YTD): 1/2/2024 3.540
Low (YTD): 6/12/2024 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.206
Avg. volume 1W:   0.000
Avg. price 1M:   0.820
Avg. volume 1M:   0.000
Avg. price 6M:   1.634
Avg. volume 6M:   62.400
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   302.57%
Volatility 6M:   254.96%
Volatility 1Y:   -
Volatility 3Y:   -