Soc. Generale Call 150 CVX 16.01.2026
/ DE000SU26L92
Soc. Generale Call 150 CVX 16.01..../ DE000SU26L92 /
9/11/2024 2:51:36 PM |
Chg.+0.020 |
Bid3:30:02 PM |
Ask3:30:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.950EUR |
+2.15% |
0.930 Bid Size: 4,000 |
0.940 Ask Size: 4,000 |
Chevron Corporation |
150.00 USD |
1/16/2026 |
Call |
Master data
WKN: |
SU26L9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/16/2026 |
Issue date: |
12/5/2023 |
Last trading day: |
1/15/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
13.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
-1.07 |
Time value: |
0.95 |
Break-even: |
145.61 |
Moneyness: |
0.92 |
Premium: |
0.16 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
1.06% |
Delta: |
0.49 |
Theta: |
-0.02 |
Omega: |
6.41 |
Rho: |
0.69 |
Quote data
Open: |
0.930 |
High: |
0.960 |
Low: |
0.930 |
Previous Close: |
0.930 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-12.04% |
1 Month |
|
|
-26.92% |
3 Months |
|
|
-54.55% |
YTD |
|
|
-53.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.080 |
0.930 |
1M High / 1M Low: |
1.410 |
0.930 |
6M High / 6M Low: |
2.820 |
0.930 |
High (YTD): |
4/26/2024 |
2.820 |
Low (YTD): |
9/10/2024 |
0.930 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.010 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.221 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.007 |
Avg. volume 6M: |
|
19.225 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.25% |
Volatility 6M: |
|
86.09% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |