Soc. Generale Put 140 ALB 17.01.2.../  DE000SY005F9  /

Frankfurt Zert./SG
1/9/2025  9:51:00 PM Chg.-0.040 Bid9:59:15 PM Ask9:59:15 PM Underlying Strike price Expiration date Option type
5.050EUR -0.79% -
Bid Size: -
-
Ask Size: -
Albemarle Corporatio... 140.00 USD 1/17/2025 Put
 

Master data

WKN: SY005F
Issuer: Société Générale
Currency: EUR
Underlying: Albemarle Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 1/17/2025
Issue date: 5/29/2024
Last trading day: 1/16/2025
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: 5.080
High: 5.090
Low: 5.040
Previous Close: 5.090
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.20%
1 Month  
+45.95%
3 Months  
+39.12%
YTD  
+3.06%
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): 1/2/2025 5.300
Low (YTD): 1/6/2025 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:   -