Soc. Generale Put 140 ALB 21.03.2025
/ DE000SU6Q3Y4
Soc. Generale Put 140 ALB 21.03.2.../ DE000SU6Q3Y4 /
| 2024-09-20 9:18:15 AM |
Chg.-0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.64EUR |
-0.85% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
2025-03-21 |
Put |
Master data
| WKN: |
SU6Q3Y |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-01-08 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.55 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.83 |
| Intrinsic value: |
4.83 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.52 |
| Parity: |
4.83 |
| Time value: |
0.14 |
| Break-even: |
75.71 |
| Moneyness: |
1.63 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.20% |
| Delta: |
-0.79 |
| Theta: |
-0.02 |
| Omega: |
-1.22 |
| Rho: |
-0.55 |
Quote data
| Open: |
4.64 |
| High: |
4.64 |
| Low: |
4.64 |
| Previous Close: |
4.68 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.93% |
| 1 Month |
|
|
-4.53% |
| 3 Months |
|
|
+0.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.83 |
4.63 |
| 1M High / 1M Low: |
5.62 |
4.49 |
| 6M High / 6M Low: |
6.02 |
2.34 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.05% |
| Volatility 6M: |
|
81.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
