Soc. Generale Put 140 CVX 20.06.2025
/ DE000SY03JP0
Soc. Generale Put 140 CVX 20.06.2.../ DE000SY03JP0 /
| 10/07/2024 09:50:39 |
Chg.+0.020 |
Bid10:12:57 |
Ask10:12:57 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.710EUR |
+2.90% |
0.710
Bid Size: 5,000 |
0.730
Ask Size: 5,000 |
Chevron Corporation |
140.00 USD |
20/06/2025 |
Put |
Master data
| WKN: |
SY03JP |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
140.00 USD |
| Maturity: |
20/06/2025 |
| Issue date: |
30/05/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-19.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
-1.20 |
| Time value: |
0.72 |
| Break-even: |
122.26 |
| Moneyness: |
0.92 |
| Premium: |
0.14 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-5.39 |
| Rho: |
-0.43 |
Quote data
| Open: |
0.720 |
| High: |
0.720 |
| Low: |
0.710 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.39% |
| 1 Month |
|
|
+9.23% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.690 |
0.590 |
| 1M High / 1M Low: |
0.760 |
0.580 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.648 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.666 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
90.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
