Soc. Generale Put 140 ALB 17.01.2025
/ DE000SY005F9
Soc. Generale Put 140 ALB 17.01.2.../ DE000SY005F9 /
| 10/01/2025 21:50:27 |
Chg.+0.130 |
Bid21:59:24 |
Ask21:59:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.180EUR |
+2.57% |
5.190
Bid Size: 2,000 |
5.230
Ask Size: 2,000 |
Albemarle Corporatio... |
140.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
SY005F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Albemarle Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
29/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-1.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.11 |
| Intrinsic value: |
5.11 |
| Implied volatility: |
1.95 |
| Historic volatility: |
0.55 |
| Parity: |
5.11 |
| Time value: |
0.04 |
| Break-even: |
84.47 |
| Moneyness: |
1.60 |
| Premium: |
0.00 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
0.78% |
| Delta: |
-0.95 |
| Theta: |
-0.17 |
| Omega: |
-1.56 |
| Rho: |
-0.03 |
Quote data
| Open: |
5.090 |
| High: |
5.260 |
| Low: |
5.090 |
| Previous Close: |
5.050 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.37% |
| 1 Month |
|
|
+49.71% |
| 3 Months |
|
|
+42.70% |
| YTD |
|
|
+5.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.090 |
4.700 |
| 1M High / 1M Low: |
5.300 |
3.460 |
| 6M High / 6M Low: |
6.110 |
2.880 |
| High (YTD): |
02/01/2025 |
5.300 |
| Low (YTD): |
06/01/2025 |
4.700 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.950 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
4.516 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
4.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.85% |
| Volatility 6M: |
|
107.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |