Soc. Generale Put 150 ALB 20.09.2024
/ DE000SU6F209
Soc. Generale Put 150 ALB 20.09.2.../ DE000SU6F209 /
| 8/29/2024 9:19:12 AM |
Chg.+0.07 |
Bid9:35:46 AM |
Ask9:35:46 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.37EUR |
+1.32% |
5.38
Bid Size: 2,000 |
5.65
Ask Size: 2,000 |
Albemarle Corporatio... |
150.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SU6F20 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
9/20/2024 |
| Issue date: |
1/2/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.41 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.57 |
| Intrinsic value: |
5.57 |
| Implied volatility: |
1.34 |
| Historic volatility: |
0.49 |
| Parity: |
5.57 |
| Time value: |
0.05 |
| Break-even: |
78.64 |
| Moneyness: |
1.70 |
| Premium: |
0.01 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.02 |
| Spread %: |
0.36% |
| Delta: |
-0.93 |
| Theta: |
-0.07 |
| Omega: |
-1.30 |
| Rho: |
-0.08 |
Quote data
| Open: |
5.37 |
| High: |
5.37 |
| Low: |
5.37 |
| Previous Close: |
5.30 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.51% |
| 1 Month |
|
|
+4.88% |
| 3 Months |
|
|
+101.12% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.48 |
5.15 |
| 1M High / 1M Low: |
6.83 |
5.10 |
| 6M High / 6M Low: |
6.83 |
2.17 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.93% |
| Volatility 6M: |
|
125.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
