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Soc. Generale Call 160 ALB 20.09..../  DE000SU2L883  /

Frankfurt Zert./SG
2024-06-14  9:47:43 PM Chg.-0.030 Bid9:58:01 PM Ask9:58:01 PM Underlying Strike price Expiration date Option type
0.110EUR -21.43% 0.110
Bid Size: 10,000		 0.120
Ask Size: 10,000		 Albemarle Corporatio... 160.00 USD 2024-09-20 Call
 

Master data

WKN: SU2L88
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2024-09-20
Issue date: 2023-11-22
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 80.58
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.58
Historic volatility: 0.47
Parity: -5.28
Time value: 0.12
Break-even: 150.67
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 4.31
Spread abs.: 0.01
Spread %: 9.09%
Delta: 0.10
Theta: -0.03
Omega: 8.01
Rho: 0.02
 

Quote data

Open: 0.140
High: 0.140
Low: 0.110
Previous Close: 0.140
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -81.03%
3 Months
  -87.64%
YTD
  -95.32%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.110
1M High / 1M Low: 0.640 0.110
6M High / 6M Low: 2.470 0.110
High (YTD): 2024-01-02 2.160
Low (YTD): 2024-06-14 0.110
52W High: - -
52W Low: - -
Avg. price 1W:   0.164
Avg. volume 1W:   0.000
Avg. price 1M:   0.392
Avg. volume 1M:   0.000
Avg. price 6M:   0.929
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   160.21%
Volatility 6M:   227.16%
Volatility 1Y:   -
Volatility 3Y:   -