Soc. Generale Put 140 CVX 20.09.2024
/ DE000SV6QT63
Soc. Generale Put 140 CVX 20.09.2.../ DE000SV6QT63 /
7/10/2024 3:18:55 PM |
Chg.+0.010 |
Bid7/10/2024 |
Ask7/10/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.160EUR |
+6.67% |
0.160 Bid Size: 10,000 |
0.170 Ask Size: 10,000 |
Chevron Corporation |
140.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SV6QT6 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
5/24/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-83.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.18 |
Parity: |
-1.20 |
Time value: |
0.17 |
Break-even: |
127.76 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.60 |
Spread abs.: |
0.01 |
Spread %: |
6.25% |
Delta: |
-0.18 |
Theta: |
-0.03 |
Omega: |
-15.30 |
Rho: |
-0.05 |
Quote data
Open: |
0.170 |
High: |
0.170 |
Low: |
0.160 |
Previous Close: |
0.150 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+33.33% |
1 Month |
|
|
+6.67% |
3 Months |
|
|
-30.43% |
YTD |
|
|
-78.08% |
1 Year |
|
|
-83.51% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.220 |
0.110 |
6M High / 6M Low: |
0.990 |
0.110 |
High (YTD): |
1/18/2024 |
0.990 |
Low (YTD): |
7/4/2024 |
0.110 |
52W High: |
10/27/2023 |
1.210 |
52W Low: |
7/4/2024 |
0.110 |
Avg. price 1W: |
|
0.136 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.155 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.362 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.589 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
222.13% |
Volatility 6M: |
|
175.46% |
Volatility 1Y: |
|
145.90% |
Volatility 3Y: |
|
- |