Soc. Generale Put 150 CVX 17.01.2025
/ DE000SY006P6
Soc. Generale Put 150 CVX 17.01.2.../ DE000SY006P6 /
| 2024-08-02 9:48:05 PM |
Chg.+0.210 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.010EUR |
+26.25% |
1.010
Bid Size: 4,000 |
1.020
Ask Size: 4,000 |
Chevron Corporation |
150.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY006P |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-05-29 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-13.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
0.90 |
| Break-even: |
127.18 |
| Moneyness: |
1.01 |
| Premium: |
0.07 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.01 |
| Spread %: |
0.98% |
| Delta: |
-0.45 |
| Theta: |
-0.03 |
| Omega: |
-5.91 |
| Rho: |
-0.33 |
Quote data
| Open: |
0.790 |
| High: |
1.070 |
| Low: |
0.740 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+74.14% |
| 1 Month |
|
|
+80.36% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.490 |
| 1M High / 1M Low: |
1.010 |
0.470 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.694 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.625 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
283.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
