Soc. Generale Put 140 CVX 20.12.2024
/ DE000SU27299
Soc. Generale Put 140 CVX 20.12.2.../ DE000SU27299 /
06/08/2024 08:26:49 |
Chg.+0.160 |
Bid15:34:34 |
Ask15:34:34 |
Underlying |
Strike price |
Expiration date |
Option type |
0.730EUR |
+28.07% |
0.770 Bid Size: 150,000 |
0.780 Ask Size: 150,000 |
Chevron Corporation |
140.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
SU2729 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
140.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-17.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.33 |
Historic volatility: |
0.18 |
Parity: |
-0.43 |
Time value: |
0.76 |
Break-even: |
120.25 |
Moneyness: |
0.97 |
Premium: |
0.09 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.01 |
Spread %: |
1.33% |
Delta: |
-0.37 |
Theta: |
-0.03 |
Omega: |
-6.44 |
Rho: |
-0.21 |
Quote data
Open: |
0.730 |
High: |
0.730 |
Low: |
0.730 |
Previous Close: |
0.570 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+143.33% |
1 Month |
|
|
+160.71% |
3 Months |
|
|
+97.30% |
YTD |
|
|
-19.78% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.570 |
0.240 |
1M High / 1M Low: |
0.570 |
0.210 |
6M High / 6M Low: |
0.810 |
0.210 |
High (YTD): |
18/01/2024 |
1.200 |
Low (YTD): |
18/07/2024 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.310 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.432 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.03% |
Volatility 6M: |
|
181.03% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |