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Soc. Generale Call 125 ALB 21.06..../  DE000SU2L8U0  /

EUWAX
12/06/2024  08:38:39 Chg.-0.011 Bid21:07:04 Ask21:07:04 Underlying Strike price Expiration date Option type
0.040EUR -21.57% 0.029
Bid Size: 40,000		 0.039
Ask Size: 40,000		 Albemarle Corporatio... 125.00 USD 21/06/2024 Call
 

Master data

WKN: SU2L8U
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 125.00 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: 182.96
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -1.03
Time value: 0.06
Break-even: 116.97
Moneyness: 0.91
Premium: 0.10
Premium p.a.: 50.83
Spread abs.: 0.01
Spread %: 20.83%
Delta: 0.14
Theta: -0.11
Omega: 25.21
Rho: 0.00
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.051
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -81.82%
1 Month
  -96.77%
3 Months
  -97.24%
YTD
  -98.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.051
1M High / 1M Low: 1.330 0.051
6M High / 6M Low: 3.640 0.051
High (YTD): 02/01/2024 3.240
Low (YTD): 11/06/2024 0.051
52W High: - -
52W Low: - -
Avg. price 1W:   0.142
Avg. volume 1W:   0.000
Avg. price 1M:   0.615
Avg. volume 1M:   0.000
Avg. price 6M:   1.426
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   349.00%
Volatility 6M:   276.33%
Volatility 1Y:   -
Volatility 3Y:   -