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Soc. Generale Call 150 ALB 20.12..../  DE000SU2L9D4  /

EUWAX
2024-06-07  8:38:50 AM Chg.-0.010 Bid7:54:19 PM Ask7:54:19 PM Underlying Strike price Expiration date Option type
0.800EUR -1.23% 0.720
Bid Size: 80,000		 0.730
Ask Size: 80,000		 Albemarle Corporatio... 150.00 USD 2024-12-20 Call
 

Master data

WKN: SU2L9D
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2024-12-20
Issue date: 2023-11-22
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.23
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.47
Parity: -2.92
Time value: 0.82
Break-even: 145.92
Moneyness: 0.79
Premium: 0.34
Premium p.a.: 0.74
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.35
Theta: -0.04
Omega: 4.68
Rho: 0.16
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.810
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -23.81%
1 Month
  -45.58%
3 Months
  -44.06%
YTD
  -75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.050 0.810
1M High / 1M Low: 1.590 0.810
6M High / 6M Low: 3.330 0.810
High (YTD): 2024-01-02 3.000
Low (YTD): 2024-06-06 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   0.920
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   1.649
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.97%
Volatility 6M:   176.43%
Volatility 1Y:   -
Volatility 3Y:   -