Soc. Generale Put 150 ALB 20.09.2024
/ DE000SU6F209
Soc. Generale Put 150 ALB 20.09.2.../ DE000SU6F209 /
| 2024-06-21 9:09:04 AM |
Chg.+0.58 |
Bid6:59:04 PM |
Ask6:59:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.17EUR |
+12.64% |
5.16
Bid Size: 30,000 |
5.19
Ask Size: 30,000 |
Albemarle Corporatio... |
150.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SU6F20 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.25 |
| Intrinsic value: |
5.25 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.48 |
| Parity: |
5.25 |
| Time value: |
0.04 |
| Break-even: |
87.21 |
| Moneyness: |
1.60 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.57% |
| Delta: |
-0.87 |
| Theta: |
-0.02 |
| Omega: |
-1.45 |
| Rho: |
-0.32 |
Quote data
| Open: |
5.17 |
| High: |
5.17 |
| Low: |
5.17 |
| Previous Close: |
4.59 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.23% |
| 1 Month |
|
|
+111.02% |
| 3 Months |
|
|
+66.24% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
3.97 |
| 1M High / 1M Low: |
4.64 |
2.45 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.48% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
