Soc. Generale Call 135 CVX 20.03.2026
/ DE000SU5XB91
Soc. Generale Call 135 CVX 20.03..../ DE000SU5XB91 /
| 28/06/2024 09:52:47 |
Chg.+0.06 |
Bid20:25:27 |
Ask20:25:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.05EUR |
+2.01% |
3.05
Bid Size: 90,000 |
3.07
Ask Size: 90,000 |
Chevron Corporation |
135.00 USD |
20/03/2026 |
Call |
Master data
| WKN: |
SU5XB9 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
20/03/2026 |
| Issue date: |
18/12/2023 |
| Last trading day: |
19/03/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.09 |
| Intrinsic value: |
1.99 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.99 |
| Time value: |
1.03 |
| Break-even: |
156.28 |
| Moneyness: |
1.16 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.67% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
4.14 |
| Rho: |
1.64 |
Quote data
| Open: |
3.05 |
| High: |
3.05 |
| Low: |
3.05 |
| Previous Close: |
2.99 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.04% |
| 1 Month |
|
|
-4.98% |
| 3 Months |
|
|
-0.97% |
| YTD |
|
|
+10.11% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.23 |
2.93 |
| 1M High / 1M Low: |
3.44 |
2.74 |
| 6M High / 6M Low: |
3.81 |
2.28 |
| High (YTD): |
30/04/2024 |
3.81 |
| Low (YTD): |
22/01/2024 |
2.28 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.01 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.33% |
| Volatility 6M: |
|
66.51% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
