Soc. Generale Put 140 ALB 20.12.2024
/ DE000SU2MDQ4
Soc. Generale Put 140 ALB 20.12.2.../ DE000SU2MDQ4 /
| 2024-07-25 8:34:54 AM |
Chg.-0.02 |
Bid10:24:29 AM |
Ask10:24:29 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
-0.43% |
4.65
Bid Size: 3,000 |
4.72
Ask Size: 3,000 |
Albemarle Corporatio... |
140.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU2MDQ |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 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: |
-1.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.53 |
| Intrinsic value: |
4.53 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.49 |
| Parity: |
4.53 |
| Time value: |
0.14 |
| Break-even: |
82.48 |
| Moneyness: |
1.54 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
-0.80 |
| Theta: |
-0.02 |
| Omega: |
-1.43 |
| Rho: |
-0.46 |
Quote data
| Open: |
4.62 |
| High: |
4.62 |
| Low: |
4.62 |
| Previous Close: |
4.64 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.45% |
| 1 Month |
|
|
+9.48% |
| 3 Months |
|
|
+42.15% |
| YTD |
|
|
+101.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.64 |
4.34 |
| 1M High / 1M Low: |
4.65 |
3.92 |
| 6M High / 6M Low: |
4.65 |
2.08 |
| High (YTD): |
2024-07-10 |
4.65 |
| Low (YTD): |
2024-05-15 |
2.08 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.22 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.55% |
| Volatility 6M: |
|
114.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
