Soc. Generale Put 130 CVX 20.12.2024
/ DE000SU27281
Soc. Generale Put 130 CVX 20.12.2.../ DE000SU27281 /
| 7/10/2024 8:32:29 AM |
Chg.+0.010 |
Bid6:20:51 PM |
Ask6:20:51 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.180
Bid Size: 200,000 |
0.190
Ask Size: 200,000 |
Chevron Corporation |
130.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SU2728 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
130.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-70.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-2.12 |
| Time value: |
0.20 |
| Break-even: |
118.21 |
| Moneyness: |
0.85 |
| Premium: |
0.16 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.01 |
| Spread %: |
5.26% |
| Delta: |
-0.14 |
| Theta: |
-0.02 |
| Omega: |
-9.95 |
| Rho: |
-0.10 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-17.39% |
| YTD |
|
|
-69.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.180 |
0.150 |
| 1M High / 1M Low: |
0.220 |
0.140 |
| 6M High / 6M Low: |
0.830 |
0.140 |
| High (YTD): |
1/18/2024 |
0.830 |
| Low (YTD): |
6/25/2024 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.177 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.333 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
143.23% |
| Volatility 6M: |
|
136.36% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
