Soc. Generale Call 74 ALB 20.12.2024
/ DE000SY68FZ0
Soc. Generale Call 74 ALB 20.12.2.../ DE000SY68FZ0 /
| 2024-11-15 8:41:35 AM |
Chg.-0.53 |
Bid8:03:12 PM |
Ask8:03:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.64EUR |
-16.72% |
2.72
Bid Size: 30,000 |
-
Ask Size: - |
Albemarle Corporatio... |
74.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SY68FZ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
74.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-08-14 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.70 |
| Intrinsic value: |
2.67 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.55 |
| Parity: |
2.67 |
| Time value: |
0.03 |
| Break-even: |
97.28 |
| Moneyness: |
1.38 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.98 |
| Theta: |
-0.02 |
| Omega: |
3.53 |
| Rho: |
0.07 |
Quote data
| Open: |
2.64 |
| High: |
2.64 |
| Low: |
2.64 |
| Previous Close: |
3.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.34% |
| 1 Month |
|
|
+2.72% |
| 3 Months |
|
|
+180.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.37 |
2.35 |
| 1M High / 1M Low: |
3.37 |
2.02 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.41 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
