Soc. Generale Put 90 ALB 20.12.2024
/ DE000SU7KPR9
Soc. Generale Put 90 ALB 20.12.20.../ DE000SU7KPR9 /
| 8/28/2024 9:44:46 AM |
Chg.- |
Bid9:30:26 AM |
Ask9:30:26 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.00EUR |
- |
1.03
Bid Size: 6,000 |
1.09
Ask Size: 6,000 |
Albemarle Corporatio... |
90.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SU7KPR |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
90.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
1/29/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-7.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.92 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.49 |
| Parity: |
0.18 |
| Time value: |
0.93 |
| Break-even: |
69.80 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.01 |
| Spread %: |
0.91% |
| Delta: |
-0.45 |
| Theta: |
-0.04 |
| Omega: |
-3.18 |
| Rho: |
-0.14 |
Quote data
| Open: |
1.00 |
| High: |
1.00 |
| Low: |
1.00 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.66% |
| 1 Month |
|
|
-7.41% |
| 3 Months |
|
|
+117.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.95 |
| 1M High / 1M Low: |
1.91 |
0.95 |
| 6M High / 6M Low: |
1.91 |
0.37 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.33 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.85 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.43% |
| Volatility 6M: |
|
180.19% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
