Soc. Generale Put 130 CVX 20.12.2024
/ DE000SU27281
Soc. Generale Put 130 CVX 20.12.2.../ DE000SU27281 /
06/09/2024 08:33:53 |
Chg.+0.030 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
+12.00% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
130.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
SU2728 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
130.00 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: |
-32.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-0.77 |
Time value: |
0.38 |
Break-even: |
113.47 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.01 |
Spread %: |
2.70% |
Delta: |
-0.29 |
Theta: |
-0.03 |
Omega: |
-9.51 |
Rho: |
-0.11 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+75.00% |
1 Month |
|
|
-20.00% |
3 Months |
|
|
+55.56% |
YTD |
|
|
-55.56% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.280 |
0.160 |
1M High / 1M Low: |
0.350 |
0.150 |
6M High / 6M Low: |
0.450 |
0.110 |
High (YTD): |
18/01/2024 |
0.830 |
Low (YTD): |
18/07/2024 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.216 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.231 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.219 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
225.84% |
Volatility 6M: |
|
216.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |