Soc. Generale Call 140 CVX 16.01.2026
/ DE000SU5EQH5
Soc. Generale Call 140 CVX 16.01..../ DE000SU5EQH5 /
| 16/07/2024 21:44:32 |
Chg.-0.100 |
Bid21:58:40 |
Ask21:58:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.570EUR |
-3.75% |
2.590
Bid Size: 2,000 |
2.610
Ask Size: 2,000 |
Chevron Corporation |
140.00 USD |
16/01/2026 |
Call |
Master data
| WKN: |
SU5EQH |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
16/01/2026 |
| Issue date: |
07/12/2023 |
| Last trading day: |
15/01/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.66 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.18 |
| Parity: |
1.66 |
| Time value: |
0.97 |
| Break-even: |
154.76 |
| Moneyness: |
1.13 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.02 |
| Spread %: |
0.77% |
| Delta: |
0.83 |
| Theta: |
-0.02 |
| Omega: |
4.59 |
| Rho: |
1.42 |
Quote data
| Open: |
2.560 |
| High: |
2.590 |
| Low: |
2.540 |
| Previous Close: |
2.670 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.44% |
| 1 Month |
|
|
+7.08% |
| 3 Months |
|
|
-10.14% |
| YTD |
|
|
+2.80% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.670 |
2.370 |
| 1M High / 1M Low: |
2.830 |
2.370 |
| 6M High / 6M Low: |
3.480 |
1.990 |
| High (YTD): |
29/04/2024 |
3.480 |
| Low (YTD): |
23/01/2024 |
1.990 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.563 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.713 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.44% |
| Volatility 6M: |
|
65.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
