Soc. Generale Call 94 ALB 16.08.2024
/ DE000SY1Z451
Soc. Generale Call 94 ALB 16.08.2.../ DE000SY1Z451 /
| 09/07/2024 21:37:51 |
Chg.-0.430 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-41.75% |
0.560
Bid Size: 6,000 |
0.570
Ask Size: 6,000 |
Albemarle Corporatio... |
94.00 USD |
16/08/2024 |
Call |
Master data
| WKN: |
SY1Z45 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
94.00 USD |
| Maturity: |
16/08/2024 |
| Issue date: |
19/06/2024 |
| Last trading day: |
15/08/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.84 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.48 |
| Parity: |
0.48 |
| Time value: |
0.54 |
| Break-even: |
96.99 |
| Moneyness: |
1.05 |
| Premium: |
0.06 |
| Premium p.a.: |
0.74 |
| Spread abs.: |
0.01 |
| Spread %: |
0.99% |
| Delta: |
0.65 |
| Theta: |
-0.10 |
| Omega: |
5.81 |
| Rho: |
0.05 |
Quote data
| Open: |
0.990 |
| High: |
1.010 |
| Low: |
0.600 |
| Previous Close: |
1.030 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-34.78% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.070 |
0.920 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.012 |
| 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: |
|
- |
