Soc. Generale Call 170 CVX 18.12.2026
/ DE000SY002H2
Soc. Generale Call 170 CVX 18.12..../ DE000SY002H2 /
| 11/15/2024 9:47:24 PM |
Chg.-0.030 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.630EUR |
-1.81% |
1.660
Bid Size: 3,000 |
1.680
Ask Size: 3,000 |
Chevron Corporation |
170.00 USD |
12/18/2026 |
Call |
Master data
| WKN: |
SY002H |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
170.00 USD |
| Maturity: |
12/18/2026 |
| Issue date: |
5/29/2024 |
| Last trading day: |
12/17/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.17 |
| Parity: |
-0.81 |
| Time value: |
1.67 |
| Break-even: |
178.18 |
| Moneyness: |
0.95 |
| Premium: |
0.16 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.02 |
| Spread %: |
1.21% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
5.24 |
| Rho: |
1.48 |
Quote data
| Open: |
1.600 |
| High: |
1.690 |
| Low: |
1.580 |
| Previous Close: |
1.660 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.19% |
| 1 Month |
|
|
+33.61% |
| 3 Months |
|
|
+44.25% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.660 |
1.380 |
| 1M High / 1M Low: |
1.660 |
1.120 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.522 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.333 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
99.05% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
