Soc. Generale Call 162 ALB 20.09.2024
/ DE000SW8KML5
Soc. Generale Call 162 ALB 20.09..../ DE000SW8KML5 /
| 6/7/2024 8:47:48 AM |
Chg.-0.010 |
Bid5:23:11 PM |
Ask5:23:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
-3.85% |
0.230
Bid Size: 80,000 |
0.240
Ask Size: 80,000 |
Albemarle Corporatio... |
162.00 USD |
9/20/2024 |
Call |
Master data
| WKN: |
SW8KML |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
162.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
4/4/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
41.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
-4.02 |
| Time value: |
0.26 |
| Break-even: |
151.34 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
2.18 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.18 |
| Theta: |
-0.04 |
| Omega: |
7.37 |
| Rho: |
0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.260 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-35.90% |
| 1 Month |
|
|
-63.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.260 |
| 1M High / 1M Low: |
0.740 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.316 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.512 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
184.59% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
