Soc. Generale Put 150 ALB 20.12.2024
/ DE000SU6F0Q9
Soc. Generale Put 150 ALB 20.12.2.../ DE000SU6F0Q9 /
| 2024-09-20 9:17:03 AM |
Chg.-0.05 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.30EUR |
-0.93% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
150.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU6F0Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-01-02 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.73 |
| Intrinsic value: |
5.73 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.52 |
| Parity: |
5.73 |
| Time value: |
0.03 |
| Break-even: |
76.77 |
| Moneyness: |
1.74 |
| Premium: |
0.00 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.03 |
| Spread %: |
0.52% |
| Delta: |
-0.89 |
| Theta: |
-0.02 |
| Omega: |
-1.19 |
| Rho: |
-0.31 |
Quote data
| Open: |
5.30 |
| High: |
5.30 |
| Low: |
5.30 |
| Previous Close: |
5.35 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.36% |
| 1 Month |
|
|
-1.49% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.49 |
5.27 |
| 1M High / 1M Low: |
6.43 |
5.14 |
| 6M High / 6M Low: |
6.83 |
2.59 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.51 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
73.06% |
| Volatility 6M: |
|
86.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
