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Soc. Generale Put 120 CVX 20.12.2.../  DE000SU27273  /

Frankfurt Zert./SG
11/10/2024  21:36:20 Chg.-0.007 Bid21:58:43 Ask21:58:43 Underlying Strike price Expiration date Option type
0.058EUR -10.77% 0.060
Bid Size: 10,000		 0.070
Ask Size: 10,000		 Chevron Corporation 120.00 USD 20/12/2024 Put
 

Master data

WKN: SU2727
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 120.00 USD
Maturity: 20/12/2024
Issue date: 05/12/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -195.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.18
Parity: -2.87
Time value: 0.07
Break-even: 109.03
Moneyness: 0.79
Premium: 0.21
Premium p.a.: 1.77
Spread abs.: 0.01
Spread %: 16.39%
Delta: -0.07
Theta: -0.02
Omega: -12.78
Rho: -0.02
 

Quote data

Open: 0.066
High: 0.069
Low: 0.058
Previous Close: 0.065
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -21.62%
1 Month
  -63.75%
3 Months
  -29.27%
YTD
  -85.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.078 0.058
1M High / 1M Low: 0.160 0.058
6M High / 6M Low: 0.260 0.058
High (YTD): 18/01/2024 0.540
Low (YTD): 11/10/2024 0.058
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.107
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.11%
Volatility 6M:   247.92%
Volatility 1Y:   -
Volatility 3Y:   -