Soc. Generale Put 120 ALB 20.12.2024
/ DE000SU2MDN1
Soc. Generale Put 120 ALB 20.12.2.../ DE000SU2MDN1 /
| 2024-07-25 8:34:54 AM |
Chg.-0.02 |
Bid10:13:34 AM |
Ask10:13:34 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
-0.65% |
3.08
Bid Size: 4,000 |
3.15
Ask Size: 4,000 |
Albemarle Corporatio... |
120.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU2MDN |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
120.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-11-22 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.85 |
| Intrinsic value: |
2.69 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.49 |
| Parity: |
2.69 |
| Time value: |
0.40 |
| Break-even: |
79.82 |
| Moneyness: |
1.32 |
| Premium: |
0.05 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
0.32% |
| Delta: |
-0.68 |
| Theta: |
-0.03 |
| Omega: |
-1.85 |
| Rho: |
-0.36 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
3.07 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.77% |
| 1 Month |
|
|
+13.38% |
| 3 Months |
|
|
+49.51% |
| YTD |
|
|
+100.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.07 |
2.83 |
| 1M High / 1M Low: |
3.08 |
2.47 |
| 6M High / 6M Low: |
3.08 |
1.19 |
| High (YTD): |
2024-07-10 |
3.08 |
| Low (YTD): |
2024-05-15 |
1.19 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.73 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
109.57% |
| Volatility 6M: |
|
133.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
