Soc. Generale Put 130 ALB 21.06.2024
/ DE000SU2L677
Soc. Generale Put 130 ALB 21.06.2.../ DE000SU2L677 /
| 2024-06-13 8:37:47 AM |
Chg.+0.16 |
Bid11:45:09 AM |
Ask11:45:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.58EUR |
+11.27% |
1.59
Bid Size: 3,000 |
1.75
Ask Size: 3,000 |
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: |
-6.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.60 |
| Implied volatility: |
0.55 |
| Historic volatility: |
0.47 |
| Parity: |
1.60 |
| Time value: |
0.01 |
| Break-even: |
104.13 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
1.90% |
| Delta: |
-0.96 |
| Theta: |
-0.04 |
| Omega: |
-6.19 |
| Rho: |
-0.03 |
Quote data
| Open: |
1.58 |
| High: |
1.58 |
| Low: |
1.58 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+39.82% |
| 1 Month |
|
|
+116.44% |
| 3 Months |
|
|
-0.63% |
| YTD |
|
|
+35.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.45 |
1.12 |
| 1M High / 1M Low: |
1.45 |
0.53 |
| 6M High / 6M Low: |
2.60 |
0.53 |
| High (YTD): |
2024-02-06 |
2.60 |
| Low (YTD): |
2024-05-15 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
302.37% |
| Volatility 6M: |
|
237.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
