Soc. Generale Call 145 ALB 20.09.2024
/ DE000SW7ZXM0
Soc. Generale Call 145 ALB 20.09..../ DE000SW7ZXM0 /
| 10/07/2024 08:49:57 |
Chg.-0.024 |
Bid20:30:01 |
Ask20:30:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-40.68% |
0.050
Bid Size: 175,000 |
0.060
Ask Size: 175,000 |
Albemarle Corporatio... |
145.00 USD |
20/09/2024 |
Call |
Master data
| WKN: |
SW7ZXM |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
20/03/2024 |
| Last trading day: |
20/09/2024 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
95.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.48 |
| Parity: |
-2.52 |
| Time value: |
0.04 |
| Break-even: |
134.96 |
| Moneyness: |
0.62 |
| Premium: |
0.61 |
| Premium p.a.: |
10.30 |
| Spread abs.: |
0.01 |
| Spread %: |
29.41% |
| Delta: |
0.08 |
| Theta: |
-0.03 |
| Omega: |
8.06 |
| Rho: |
0.01 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.059 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.37% |
| 1 Month |
|
|
-80.56% |
| 3 Months |
|
|
-94.53% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.067 |
0.051 |
| 1M High / 1M Low: |
0.180 |
0.047 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.059 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.083 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
284.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
