Soc. Generale Call 155 CVX 16.01.2026
/ DE000SU53H29
Soc. Generale Call 155 CVX 16.01..../ DE000SU53H29 /
| 11/13/2024 8:57:15 AM |
Chg.-0.05 |
Bid7:36:32 PM |
Ask7:36:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.40EUR |
-3.45% |
1.60
Bid Size: 125,000 |
1.61
Ask Size: 125,000 |
Chevron Corporation |
155.00 USD |
1/16/2026 |
Call |
Master data
| WKN: |
SU53H2 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 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: |
10.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.37 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
0.03 |
| Time value: |
1.38 |
| Break-even: |
160.10 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
6.38 |
| Rho: |
0.89 |
Quote data
| Open: |
1.40 |
| High: |
1.40 |
| Low: |
1.40 |
| Previous Close: |
1.45 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.50% |
| 1 Month |
|
|
+11.11% |
| 3 Months |
|
|
+26.13% |
| YTD |
|
|
-24.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
1.45 |
| 1M High / 1M Low: |
1.60 |
1.08 |
| 6M High / 6M Low: |
2.45 |
0.79 |
| High (YTD): |
4/30/2024 |
2.59 |
| Low (YTD): |
9/12/2024 |
0.79 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.51 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.28 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.49 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.86% |
| Volatility 6M: |
|
111.22% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
