Soc. Generale Put 160 ALB 20.09.2024
/ DE000SU6F217
Soc. Generale Put 160 ALB 20.09.2.../ DE000SU6F217 /
| 7/4/2024 9:19:31 AM |
Chg.-0.26 |
Bid5:47:40 PM |
Ask5:47:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.47EUR |
-4.54% |
5.46
Bid Size: 3,000 |
5.62
Ask Size: 3,000 |
Albemarle Corporatio... |
160.00 USD |
9/20/2024 |
Put |
Master data
| WKN: |
SU6F21 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-1.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.55 |
| Intrinsic value: |
5.55 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.48 |
| Parity: |
5.55 |
| Time value: |
0.03 |
| Break-even: |
92.47 |
| Moneyness: |
1.60 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.03 |
| Spread %: |
0.54% |
| Delta: |
-0.89 |
| Theta: |
-0.02 |
| Omega: |
-1.48 |
| Rho: |
-0.30 |
Quote data
| Open: |
5.47 |
| High: |
5.47 |
| Low: |
5.47 |
| Previous Close: |
5.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.55% |
| 1 Month |
|
|
+43.19% |
| 3 Months |
|
|
+57.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.84 |
5.50 |
| 1M High / 1M Low: |
6.08 |
3.82 |
| 6M High / 6M Low: |
6.08 |
2.82 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.01% |
| Volatility 6M: |
|
114.44% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
