Soc. Generale Put 120 ALB 20.12.2024
/ DE000SU2MDN1
Soc. Generale Put 120 ALB 20.12.2.../ DE000SU2MDN1 /
2024-09-20 8:36:53 AM |
Chg.-0.06 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.87EUR |
-2.05% |
- Bid Size: - |
- Ask Size: - |
Albemarle Corporatio... |
120.00 USD |
2024-12-20 |
Put |
Master data
WKN: |
SU2MDN |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Albemarle Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-22 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-2.42 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.07 |
Intrinsic value: |
3.04 |
Implied volatility: |
0.65 |
Historic volatility: |
0.52 |
Parity: |
3.04 |
Time value: |
0.15 |
Break-even: |
75.60 |
Moneyness: |
1.39 |
Premium: |
0.02 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.31% |
Delta: |
-0.80 |
Theta: |
-0.03 |
Omega: |
-1.94 |
Rho: |
-0.23 |
Quote data
Open: |
2.87 |
High: |
2.87 |
Low: |
2.87 |
Previous Close: |
2.93 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.31% |
1 Month |
|
|
-3.69% |
3 Months |
|
|
-0.35% |
YTD |
|
|
+88.82% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.06 |
2.86 |
1M High / 1M Low: |
3.87 |
2.74 |
6M High / 6M Low: |
4.25 |
1.19 |
High (YTD): |
2024-08-15 |
4.25 |
Low (YTD): |
2024-05-15 |
1.19 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.92 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.10 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.42 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.02% |
Volatility 6M: |
|
117.89% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |