Soc. Generale Call 140 ALB 20.12.2024
/ DE000SU2L9C6
Soc. Generale Call 140 ALB 20.12..../ DE000SU2L9C6 /
| 07/06/2024 08:38:50 |
Chg.-0.02 |
Bid20:12:59 |
Ask20:12:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-1.92% |
0.90
Bid Size: 70,000 |
0.91
Ask Size: 70,000 |
Albemarle Corporatio... |
140.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2L9C |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
22/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.86 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.47 |
| Parity: |
-2.00 |
| Time value: |
1.04 |
| Break-even: |
138.94 |
| Moneyness: |
0.84 |
| Premium: |
0.28 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.01 |
| Spread %: |
0.97% |
| Delta: |
0.42 |
| Theta: |
-0.05 |
| Omega: |
4.40 |
| Rho: |
0.19 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.04 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.14% |
| 1 Month |
|
|
-43.02% |
| 3 Months |
|
|
-39.29% |
| YTD |
|
|
-71.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.31 |
1.04 |
| 1M High / 1M Low: |
1.92 |
1.04 |
| 6M High / 6M Low: |
3.76 |
1.04 |
| High (YTD): |
02/01/2024 |
3.42 |
| Low (YTD): |
06/06/2024 |
1.04 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.94 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.74% |
| Volatility 6M: |
|
167.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
