Soc. Generale Call 160 CVX 16.01.2026
/ DE000SU26UL5
Soc. Generale Call 160 CVX 16.01..../ DE000SU26UL5 /
16/07/2024 08:09:36 |
Chg.+0.10 |
Bid16:40:33 |
Ask16:40:33 |
Underlying |
Strike price |
Expiration date |
Option type |
1.57EUR |
+6.80% |
1.58 Bid Size: 100,000 |
1.60 Ask Size: 100,000 |
Chevron Corporation |
160.00 USD |
16/01/2026 |
Call |
Master data
WKN: |
SU26UL |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 USD |
Maturity: |
16/01/2026 |
Issue date: |
05/12/2023 |
Last trading day: |
15/01/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.01 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.55 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.18 |
Parity: |
-0.18 |
Time value: |
1.61 |
Break-even: |
162.91 |
Moneyness: |
0.99 |
Premium: |
0.12 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.02 |
Spread %: |
1.26% |
Delta: |
0.62 |
Theta: |
-0.02 |
Omega: |
5.56 |
Rho: |
1.10 |
Quote data
Open: |
1.57 |
High: |
1.57 |
Low: |
1.57 |
Previous Close: |
1.47 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.28% |
1 Month |
|
|
+7.53% |
3 Months |
|
|
-20.30% |
YTD |
|
|
-5.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.49 |
1.36 |
1M High / 1M Low: |
1.78 |
1.36 |
6M High / 6M Low: |
2.35 |
1.26 |
High (YTD): |
30/04/2024 |
2.35 |
Low (YTD): |
23/01/2024 |
1.26 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.45 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.56 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.74 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
101.04% |
Volatility 6M: |
|
84.65% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |