Soc. Generale Put 130 ALB 21.06.2024
/ DE000SU2L677
Soc. Generale Put 130 ALB 21.06.2.../ DE000SU2L677 /
| 2024-05-31 1:22:00 PM |
Chg.-0.010 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.890EUR |
-1.11% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
130.00 USD |
2024-06-21 |
Put |
Master data
| WKN: |
SU2L67 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-12.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.91 |
| Intrinsic value: |
0.68 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.47 |
| Parity: |
0.68 |
| Time value: |
0.26 |
| Break-even: |
110.43 |
| Moneyness: |
1.06 |
| Premium: |
0.02 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.01 |
| Spread %: |
1.08% |
| Delta: |
-0.66 |
| Theta: |
-0.11 |
| Omega: |
-7.96 |
| Rho: |
-0.05 |
Quote data
| Open: |
0.890 |
| High: |
0.890 |
| Low: |
0.890 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.88% |
| 1 Month |
|
|
-16.82% |
| 3 Months |
|
|
-21.93% |
| YTD |
|
|
-23.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.900 |
0.620 |
| 1M High / 1M Low: |
1.070 |
0.530 |
| 6M High / 6M Low: |
2.620 |
0.530 |
| High (YTD): |
2024-02-06 |
2.600 |
| Low (YTD): |
2024-05-15 |
0.530 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.762 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.750 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.578 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.18% |
| Volatility 6M: |
|
237.11% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
