Soc. Generale Put 95 ALB 16.08.2024
/ DE000SY155N6
Soc. Generale Put 95 ALB 16.08.20.../ DE000SY155N6 /
| 2024-08-02 9:36:32 PM |
Chg.+0.380 |
Bid9:59:50 PM |
Ask9:59:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+70.37% |
0.870
Bid Size: 4,000 |
0.880
Ask Size: 4,000 |
Albemarle Corporatio... |
95.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
SY155N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
95.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-06-24 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.79 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.74 |
| Historic volatility: |
0.48 |
| Parity: |
0.73 |
| Time value: |
0.18 |
| Break-even: |
77.97 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.01 |
| Spread %: |
1.11% |
| Delta: |
-0.71 |
| Theta: |
-0.14 |
| Omega: |
-6.23 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.490 |
| High: |
1.140 |
| Low: |
0.490 |
| Previous Close: |
0.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.82% |
| 1 Month |
|
|
+91.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.920 |
0.540 |
| 1M High / 1M Low: |
0.920 |
0.480 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.654 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.635 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
402.76% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
