Soc. Generale Put 160 ALB 20.12.2024
/ DE000SU6F0R7
Soc. Generale Put 160 ALB 20.12.2.../ DE000SU6F0R7 /
| 2024-06-21 9:08:49 AM |
Chg.+0.54 |
Bid10:50:33 AM |
Ask10:50:33 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.15EUR |
+9.63% |
6.19
Bid Size: 3,000 |
6.31
Ask Size: 3,000 |
Albemarle Corporatio... |
160.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU6F0R |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-1.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.18 |
| Intrinsic value: |
6.18 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
6.18 |
| Time value: |
0.07 |
| Break-even: |
86.95 |
| Moneyness: |
1.71 |
| Premium: |
0.01 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.02 |
| Spread %: |
0.32% |
| Delta: |
-0.82 |
| Theta: |
-0.02 |
| Omega: |
-1.14 |
| Rho: |
-0.67 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
6.15 |
| Previous Close: |
5.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.25% |
| 1 Month |
|
|
+75.71% |
| 3 Months |
|
|
+50.74% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.65 |
4.99 |
| 1M High / 1M Low: |
5.65 |
3.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
61.23% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
