Soc. Generale Call 145 CVX 17.01.2025
/ DE000SU2W9G4
Soc. Generale Call 145 CVX 17.01..../ DE000SU2W9G4 /
| 2024-07-10 9:48:48 PM |
Chg.+0.080 |
Bid9:59:51 PM |
Ask9:59:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.490EUR |
+5.67% |
1.510
Bid Size: 2,000 |
1.520
Ask Size: 2,000 |
Chevron Corporation |
145.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SU2W9G |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-11-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.74 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.74 |
| Time value: |
0.66 |
| Break-even: |
148.08 |
| Moneyness: |
1.06 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
0.72% |
| Delta: |
0.71 |
| Theta: |
-0.03 |
| Omega: |
7.20 |
| Rho: |
0.45 |
Quote data
| Open: |
1.320 |
| High: |
1.490 |
| Low: |
1.320 |
| Previous Close: |
1.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.70% |
| 1 Month |
|
|
-14.86% |
| 3 Months |
|
|
-35.50% |
| YTD |
|
|
-11.83% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.710 |
1.410 |
| 1M High / 1M Low: |
1.880 |
1.410 |
| 6M High / 6M Low: |
2.540 |
1.190 |
| High (YTD): |
2024-04-26 |
2.540 |
| Low (YTD): |
2024-01-23 |
1.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.536 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.604 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.802 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.89% |
| Volatility 6M: |
|
97.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
