Soc. Generale Call 130 CVX 20.12.2024
/ DE000SU2S8W9
Soc. Generale Call 130 CVX 20.12..../ DE000SU2S8W9 /
2024-06-28 9:50:39 PM |
Chg.+0.050 |
Bid9:59:38 PM |
Ask9:59:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.750EUR |
+1.85% |
2.720 Bid Size: 2,000 |
2.730 Ask Size: 2,000 |
Chevron Corporation |
130.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
SU2S8W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-11-27 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.35 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.71 |
Intrinsic value: |
2.47 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
2.47 |
Time value: |
0.26 |
Break-even: |
148.64 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.37% |
Delta: |
0.94 |
Theta: |
-0.02 |
Omega: |
5.03 |
Rho: |
0.52 |
Quote data
Open: |
2.720 |
High: |
2.870 |
Low: |
2.720 |
Previous Close: |
2.700 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+1.48% |
1 Month |
|
|
-2.48% |
3 Months |
|
|
-3.17% |
YTD |
|
|
+11.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.980 |
2.700 |
1M High / 1M Low: |
3.170 |
2.430 |
6M High / 6M Low: |
3.650 |
1.910 |
High (YTD): |
2024-04-26 |
3.650 |
Low (YTD): |
2024-01-23 |
1.910 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.812 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.709 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.751 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
91.42% |
Volatility 6M: |
|
78.97% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |