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Soc. Generale Put 140 CVX 20.12.2.../  DE000SU27299  /

EUWAX
7/31/2024  8:29:20 AM Chg.-0.060 Bid9:18:44 PM Ask9:18:44 PM Underlying Strike price Expiration date Option type
0.240EUR -20.00% 0.240
Bid Size: 200,000		 0.250
Ask Size: 200,000		 Chevron Corporation 140.00 USD 12/20/2024 Put
 

Master data

WKN: SU2729
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 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: -54.64
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -1.81
Time value: 0.27
Break-even: 126.74
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 3.85%
Delta: -0.18
Theta: -0.02
Omega: -9.77
Rho: -0.11
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -22.58%
3 Months
  -22.58%
YTD
  -73.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.270
1M High / 1M Low: 0.370 0.210
6M High / 6M Low: 0.930 0.210
High (YTD): 1/18/2024 1.200
Low (YTD): 7/18/2024 0.210
52W High: - -
52W Low: - -
Avg. price 1W:   0.306
Avg. volume 1W:   0.000
Avg. price 1M:   0.298
Avg. volume 1M:   0.000
Avg. price 6M:   0.447
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.42%
Volatility 6M:   140.11%
Volatility 1Y:   -
Volatility 3Y:   -