Soc. Generale Put 120 ALB 21.03.2025
/ DE000SU6QVS4
Soc. Generale Put 120 ALB 21.03.2.../ DE000SU6QVS4 /
| 6/7/2024 4:31:48 PM |
Chg.+0.040 |
Bid4:40:19 PM |
Ask4:40:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.960EUR |
+2.08% |
1.950
Bid Size: 70,000 |
1.960
Ask Size: 70,000 |
Albemarle Corporatio... |
120.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SU6QVS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
0.17 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.47 |
| Parity: |
0.17 |
| Time value: |
1.75 |
| Break-even: |
90.97 |
| Moneyness: |
1.02 |
| Premium: |
0.16 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
-0.40 |
| Theta: |
-0.03 |
| Omega: |
-2.24 |
| Rho: |
-0.49 |
Quote data
| Open: |
1.870 |
| High: |
2.000 |
| Low: |
1.860 |
| Previous Close: |
1.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.52% |
| 1 Month |
|
|
+18.79% |
| 3 Months |
|
|
-14.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.930 |
1.840 |
| 1M High / 1M Low: |
1.930 |
1.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.884 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.54% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
