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Soc. Generale Call 160 ALB 21.03..../  DE000SU2MEL3  /

Frankfurt Zert./SG
2024-06-07  9:46:51 PM Chg.-0.090 Bid9:59:59 PM Ask9:59:59 PM Underlying Strike price Expiration date Option type
0.810EUR -10.00% 0.820
Bid Size: 9,000		 0.830
Ask Size: 9,000		 Albemarle Corporatio... 160.00 USD 2025-03-21 Call
 

Master data

WKN: SU2MEL
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 2025-03-21
Issue date: 2023-11-22
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.98
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.47
Parity: -4.17
Time value: 0.82
Break-even: 156.33
Moneyness: 0.72
Premium: 0.47
Premium p.a.: 0.63
Spread abs.: 0.01
Spread %: 1.23%
Delta: 0.33
Theta: -0.03
Omega: 4.25
Rho: 0.21
 

Quote data

Open: 0.900
High: 0.900
Low: 0.810
Previous Close: 0.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -26.36%
1 Month
  -47.40%
3 Months
  -45.64%
YTD
  -75.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.810
1M High / 1M Low: 1.720 0.810
6M High / 6M Low: 3.340 0.810
High (YTD): 2024-01-02 3.060
Low (YTD): 2024-06-07 0.810
52W High: - -
52W Low: - -
Avg. price 1W:   0.928
Avg. volume 1W:   0.000
Avg. price 1M:   1.284
Avg. volume 1M:   0.000
Avg. price 6M:   1.762
Avg. volume 6M:   4
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.81%
Volatility 6M:   157.47%
Volatility 1Y:   -
Volatility 3Y:   -