Soc. Generale Put 140 ALB 20.09.2024
/ DE000SU2L7D8
Soc. Generale Put 140 ALB 20.09.2.../ DE000SU2L7D8 /
| 02/08/2024 08:32:36 |
Chg.- |
Bid17:04:56 |
Ask17:04:56 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.30EUR |
- |
5.14
Bid Size: 30,000 |
5.17
Ask Size: 30,000 |
Albemarle Corporatio... |
140.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SU2L7D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
22/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.86 |
| Intrinsic value: |
4.86 |
| Implied volatility: |
0.96 |
| Historic volatility: |
0.49 |
| Parity: |
4.86 |
| Time value: |
0.07 |
| Break-even: |
79.01 |
| Moneyness: |
1.61 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.03 |
| Spread %: |
0.61% |
| Delta: |
-0.89 |
| Theta: |
-0.04 |
| Omega: |
-1.43 |
| Rho: |
-0.15 |
Quote data
| Open: |
4.30 |
| High: |
4.30 |
| Low: |
4.30 |
| Previous Close: |
4.21 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.14% |
| 1 Month |
|
|
+16.53% |
| 3 Months |
|
|
+92.83% |
| YTD |
|
|
+122.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.36 |
4.21 |
| 1M High / 1M Low: |
4.49 |
3.69 |
| 6M High / 6M Low: |
4.49 |
1.65 |
| High (YTD): |
10/07/2024 |
4.49 |
| Low (YTD): |
15/05/2024 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.27 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.53% |
| Volatility 6M: |
|
140.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
