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Soc. Generale Call 170 ALB 21.03..../  DE000SU2MEM1  /

Frankfurt Zert./SG
03/06/2024  11:10:56 Chg.+0.010 Bid03/06/2024 Ask03/06/2024 Underlying Strike price Expiration date Option type
0.950EUR +1.06% 0.950
Bid Size: 9,000		 0.980
Ask Size: 9,000		 Albemarle Corporatio... 170.00 USD 21/03/2025 Call
 

Master data

WKN: SU2MEM
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 21/03/2025
Issue date: 22/11/2023
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.65
Leverage: Yes

Calculated values

Fair value: 0.77
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.47
Parity: -4.37
Time value: 0.97
Break-even: 166.34
Moneyness: 0.72
Premium: 0.47
Premium p.a.: 0.62
Spread abs.: 0.01
Spread %: 1.04%
Delta: 0.35
Theta: -0.04
Omega: 4.02
Rho: 0.23
 

Quote data

Open: 0.940
High: 0.950
Low: 0.940
Previous Close: 0.940
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -15.18%
1 Month
  -25.20%
3 Months
  -59.40%
YTD
  -67.58%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.140 0.940
1M High / 1M Low: 1.470 0.940
6M High / 6M Low: 3.030 0.940
High (YTD): 02/01/2024 2.770
Low (YTD): 31/05/2024 0.940
52W High: - -
52W Low: - -
Avg. price 1W:   1.046
Avg. volume 1W:   0.000
Avg. price 1M:   1.193
Avg. volume 1M:   0.000
Avg. price 6M:   1.587
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.02%
Volatility 6M:   163.43%
Volatility 1Y:   -
Volatility 3Y:   -