OverviewChartNewsTraderScreen

Soc. Generale Call 135 ALB 17.01..../  DE000SU5D7W5  /

Frankfurt Zert./SG
07/06/2024  21:48:11 Chg.-0.130 Bid21:59:25 Ask21:59:25 Underlying Strike price Expiration date Option type
1.150EUR -10.16% 1.150
Bid Size: 7,000		 1.160
Ask Size: 7,000		 Albemarle Corporatio... 135.00 USD 17/01/2025 Call
 

Master data

WKN: SU5D7W
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 135.00 USD
Maturity: 17/01/2025
Issue date: 07/12/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.35
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -1.54
Time value: 1.30
Break-even: 136.95
Moneyness: 0.88
Premium: 0.26
Premium p.a.: 0.46
Spread abs.: 0.01
Spread %: 0.78%
Delta: 0.47
Theta: -0.04
Omega: 3.96
Rho: 0.24
 

Quote data

Open: 1.280
High: 1.280
Low: 1.140
Previous Close: 1.280
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.84%
1 Month
  -47.00%
3 Months
  -44.98%
YTD
  -71.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.510 1.280
1M High / 1M Low: 2.330 1.280
6M High / 6M Low: 4.090 1.280
High (YTD): 02/01/2024 3.740
Low (YTD): 06/06/2024 1.280
52W High: - -
52W Low: - -
Avg. price 1W:   1.378
Avg. volume 1W:   0.000
Avg. price 1M:   1.805
Avg. volume 1M:   0.000
Avg. price 6M:   2.241
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.30%
Volatility 6M:   160.97%
Volatility 1Y:   -
Volatility 3Y:   -