Soc. Generale Call 106 ALB 16.08.2024
/ DE000SY1S1D7
Soc. Generale Call 106 ALB 16.08..../ DE000SY1S1D7 /
| 09/07/2024 10:32:12 |
Chg.- |
Bid07:51:22 |
Ask07:51:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.500EUR |
- |
0.240
Bid Size: 10,000 |
0.270
Ask Size: 10,000 |
Albemarle Corporatio... |
106.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY1S1D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
106.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
14/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.95 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.48 |
| Parity: |
-0.63 |
| Time value: |
0.51 |
| Break-even: |
102.97 |
| Moneyness: |
0.94 |
| Premium: |
0.12 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.42 |
| Theta: |
-0.10 |
| Omega: |
7.52 |
| Rho: |
0.03 |
Quote data
| Open: |
0.500 |
| High: |
0.500 |
| Low: |
0.500 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.550 |
0.450 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
