Soc. Generale Put 140 ALB 19.07.2024
/ DE000SY0ZCF1
Soc. Generale Put 140 ALB 19.07.2.../ DE000SY0ZCF1 /
| 7/9/2024 8:22:35 AM |
Chg.-0.14 |
Bid10:00:33 PM |
Ask10:00:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.64EUR |
-3.70% |
-
Bid Size: - |
-
Ask Size: - |
Albemarle Corporatio... |
140.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
SY0ZCF |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-2.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.77 |
| Intrinsic value: |
3.77 |
| Implied volatility: |
1.09 |
| Historic volatility: |
0.48 |
| Parity: |
3.77 |
| Time value: |
0.01 |
| Break-even: |
91.46 |
| Moneyness: |
1.41 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.03 |
| Spread %: |
0.80% |
| Delta: |
-0.97 |
| Theta: |
-0.05 |
| Omega: |
-2.34 |
| Rho: |
-0.03 |
Quote data
| Open: |
3.64 |
| High: |
3.64 |
| Low: |
3.64 |
| Previous Close: |
3.78 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.67% |
| 1 Month |
|
|
+49.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.90 |
3.55 |
| 1M High / 1M Low: |
4.18 |
2.41 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.69 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
