Soc. Generale Call 122 ALB 20.09.2024
/ DE000SW8KL48
Soc. Generale Call 122 ALB 20.09..../ DE000SW8KL48 /
| 05/08/2024 17:53:57 |
Chg.-0.003 |
Bid18:47:12 |
Ask18:47:12 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.087EUR |
-3.33% |
0.072
Bid Size: 80,000 |
0.082
Ask Size: 80,000 |
Albemarle Corporatio... |
122.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW8KL4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
04/04/2024 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
72.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.49 |
| Parity: |
-3.21 |
| Time value: |
0.11 |
| Break-even: |
112.91 |
| Moneyness: |
0.71 |
| Premium: |
0.42 |
| Premium p.a.: |
14.82 |
| Spread abs.: |
0.01 |
| Spread %: |
14.58% |
| Delta: |
0.12 |
| Theta: |
-0.05 |
| Omega: |
8.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.080 |
| High: |
0.090 |
| Low: |
0.080 |
| Previous Close: |
0.090 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.86% |
| 1 Month |
|
|
-73.64% |
| 3 Months |
|
|
-95.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.090 |
| 1M High / 1M Low: |
0.360 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.136 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.222 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
