OverviewChartNewsTraderScreen

Soc. Generale Put 115 ALB 21.06.2.../  DE000SU1FME7  /

EUWAX
2024-06-12  8:26:21 AM Chg.-0.020 Bid6:11:38 PM Ask6:11:38 PM Underlying Strike price Expiration date Option type
0.160EUR -11.11% 0.170
Bid Size: 80,000		 0.180
Ask Size: 80,000		 Albemarle Corporatio... 115.00 USD 2024-06-21 Put
 

Master data

WKN: SU1FME
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 115.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-31
Last trading day: 2024-06-21
Ratio: 20:1
Exercise type: European
Quanto: No
Gearing: -27.93
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.05
Implied volatility: 0.50
Historic volatility: 0.47
Parity: 0.05
Time value: 0.14
Break-even: 103.28
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 1.92
Spread abs.: 0.01
Spread %: 5.56%
Delta: -0.53
Theta: -0.18
Omega: -14.67
Rho: -0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.180
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month  
+64.95%
3 Months
  -64.44%
YTD
  -56.76%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.120
1M High / 1M Low: 0.190 0.079
6M High / 6M Low: 0.840 0.079
High (YTD): 2024-02-06 0.840
Low (YTD): 2024-05-28 0.079
52W High: - -
52W Low: - -
Avg. price 1W:   0.152
Avg. volume 1W:   0.000
Avg. price 1M:   0.117
Avg. volume 1M:   0.000
Avg. price 6M:   0.423
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   407.29%
Volatility 6M:   286.20%
Volatility 1Y:   -
Volatility 3Y:   -