OverviewChartNewsTraderScreen

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

Frankfurt Zert./SG
13/06/2024  21:44:53 Chg.-0.150 Bid21:55:16 Ask21:55:16 Underlying Strike price Expiration date Option type
0.860EUR -14.85% 0.880
Bid Size: 70,000		 0.890
Ask Size: 70,000		 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: 10.02
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.47
Parity: -2.07
Time value: 1.04
Break-even: 135.25
Moneyness: 0.83
Premium: 0.30
Premium p.a.: 0.55
Spread abs.: 0.01
Spread %: 0.97%
Delta: 0.42
Theta: -0.04
Omega: 4.23
Rho: 0.20
 

Quote data

Open: 0.990
High: 1.000
Low: 0.860
Previous Close: 1.010
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -32.81%
1 Month
  -58.85%
3 Months
  -61.44%
YTD
  -78.34%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.280 1.010
1M High / 1M Low: 2.330 1.010
6M High / 6M Low: 4.090 1.010
High (YTD): 02/01/2024 3.740
Low (YTD): 12/06/2024 1.010
52W High: - -
52W Low: - -
Avg. price 1W:   1.128
Avg. volume 1W:   0.000
Avg. price 1M:   1.625
Avg. volume 1M:   0.000
Avg. price 6M:   2.191
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.86%
Volatility 6M:   153.07%
Volatility 1Y:   -
Volatility 3Y:   -