Soc. Generale Put 140 CVX 16.08.2024
/ DE000SY0ZU69
Soc. Generale Put 140 CVX 16.08.2.../ DE000SY0ZU69 /
| 2024-07-09 9:37:04 PM |
Chg.+0.002 |
Bid9:59:36 PM |
Ask9:59:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.071EUR |
+2.90% |
0.078
Bid Size: 10,000 |
0.088
Ask Size: 10,000 |
Chevron Corporation |
140.00 USD |
2024-08-16 |
Put |
Master data
| WKN: |
SY0ZU6 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
2024-08-16 |
| Issue date: |
2024-05-28 |
| Last trading day: |
2024-08-15 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-182.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
-1.32 |
| Time value: |
0.08 |
| Break-even: |
128.48 |
| Moneyness: |
0.91 |
| Premium: |
0.10 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
-0.12 |
| Theta: |
-0.03 |
| Omega: |
-21.86 |
| Rho: |
-0.02 |
Quote data
| Open: |
0.064 |
| High: |
0.081 |
| Low: |
0.064 |
| Previous Close: |
0.069 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.94% |
| 1 Month |
|
|
-27.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.049 |
| 1M High / 1M Low: |
0.130 |
0.049 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.063 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.080 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
325.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
