Soc. Generale Call 135 CVX 16.01.2026
/ DE000SU53SX8
Soc. Generale Call 135 CVX 16.01..../ DE000SU53SX8 /
| 7/16/2024 6:06:29 PM |
Chg.-0.090 |
Bid7/16/2024 |
Ask7/16/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
-3.05% |
2.860
Bid Size: 90,000 |
2.870
Ask Size: 90,000 |
Chevron Corporation |
135.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SU53SX |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
1/16/2026 |
| Issue date: |
12/20/2023 |
| Last trading day: |
1/15/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.02 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
2.11 |
| Time value: |
0.81 |
| Break-even: |
153.07 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.89 |
| Theta: |
-0.01 |
| Omega: |
4.43 |
| Rho: |
1.51 |
Quote data
| Open: |
2.860 |
| High: |
2.920 |
| Low: |
2.810 |
| Previous Close: |
2.950 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.92% |
| 1 Month |
|
|
+6.32% |
| 3 Months |
|
|
-8.92% |
| YTD |
|
|
+4.38% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.950 |
2.650 |
| 1M High / 1M Low: |
3.140 |
2.650 |
| 6M High / 6M Low: |
3.780 |
2.210 |
| High (YTD): |
4/29/2024 |
3.780 |
| Low (YTD): |
1/23/2024 |
2.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.758 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.859 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.993 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
65.84% |
| Volatility 6M: |
|
62.33% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
