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Soc. Generale Call 155 ALB 21.06..../  DE000SU2L800  /

EUWAX
03/06/2024  08:36:54 Chg.-0.012 Bid09:38:14 Ask09:38:14 Underlying Strike price Expiration date Option type
0.012EUR -50.00% 0.012
Bid Size: 10,000		 0.033
Ask Size: 10,000		 Albemarle Corporatio... 155.00 USD 21/06/2024 Call
 

Master data

WKN: SU2L80
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 155.00 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: 332.23
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.47
Parity: -2.99
Time value: 0.03
Break-even: 143.16
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 41.67%
Delta: 0.05
Theta: -0.05
Omega: 17.93
Rho: 0.00
 

Quote data

Open: 0.012
High: 0.012
Low: 0.012
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -79.66%
1 Month
  -93.33%
3 Months
  -98.89%
YTD
  -99.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.059 0.024
1M High / 1M Low: 0.230 0.024
6M High / 6M Low: 2.170 0.024
High (YTD): 02/01/2024 1.830
Low (YTD): 31/05/2024 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.041
Avg. volume 1W:   0.000
Avg. price 1M:   0.125
Avg. volume 1M:   0.000
Avg. price 6M:   0.655
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   430.87%
Volatility 6M:   331.55%
Volatility 1Y:   -
Volatility 3Y:   -