Soc. Generale Call 155 CVX 21.03.2025
/ DE000SW84ZY2
Soc. Generale Call 155 CVX 21.03..../ DE000SW84ZY2 /
| 9/11/2024 8:44:50 AM |
Chg.-0.020 |
Bid8:31:16 PM |
Ask8:31:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.170EUR |
-10.53% |
0.170
Bid Size: 450,000 |
0.180
Ask Size: 450,000 |
Chevron Corporation |
155.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
SW84ZY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
4/17/2024 |
| Last trading day: |
3/21/2025 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
34.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.18 |
| Parity: |
-0.76 |
| Time value: |
0.18 |
| Break-even: |
144.25 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.01 |
| Spread %: |
5.88% |
| Delta: |
0.30 |
| Theta: |
-0.02 |
| Omega: |
10.57 |
| Rho: |
0.18 |
Quote data
| Open: |
0.170 |
| High: |
0.170 |
| Low: |
0.170 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-32.00% |
| 1 Month |
|
|
-45.16% |
| 3 Months |
|
|
-73.44% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.180 |
| 1M High / 1M Low: |
0.330 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.210 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.277 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
