Soc. Generale Put 140 ALB 20.12.2024
/ DE000SU2MDQ4
Soc. Generale Put 140 ALB 20.12.2.../ DE000SU2MDQ4 /
| 2024-09-20 8:36:53 AM |
Chg.-0.07 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.47EUR |
-1.54% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU2MDQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-1.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
4.83 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.52 |
| Parity: |
4.83 |
| Time value: |
0.05 |
| Break-even: |
76.61 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.41% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-1.38 |
| Rho: |
-0.29 |
Quote data
| Open: |
4.47 |
| High: |
4.47 |
| Low: |
4.47 |
| Previous Close: |
4.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.89% |
| 1 Month |
|
|
-1.97% |
| 3 Months |
|
|
+0.68% |
| YTD |
|
|
+95.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.67 |
4.45 |
| 1M High / 1M Low: |
5.55 |
4.32 |
| 6M High / 6M Low: |
5.95 |
2.08 |
| High (YTD): |
2024-08-15 |
5.95 |
| Low (YTD): |
2024-05-15 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.77 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.98% |
| Volatility 6M: |
|
95.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
