Soc. Generale Put 150 CVX 20.09.2024
/ DE000SU2Q6N4
Soc. Generale Put 150 CVX 20.09.2.../ DE000SU2Q6N4 /
| 06/09/2024 08:58:46 |
Chg.+0.070 |
Bid22:00:40 |
Ask22:00:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.760EUR |
+10.14% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
20/09/2024 |
Put |
Master data
| WKN: |
SU2Q6N |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
23/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-11.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.03 |
| Intrinsic value: |
1.03 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
1.03 |
| Time value: |
0.03 |
| Break-even: |
124.71 |
| Moneyness: |
1.08 |
| Premium: |
0.00 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.01 |
| Spread %: |
0.95% |
| Delta: |
-0.88 |
| Theta: |
-0.05 |
| Omega: |
-10.40 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.760 |
| High: |
0.760 |
| Low: |
0.760 |
| Previous Close: |
0.690 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+130.30% |
| 1 Month |
|
|
-18.28% |
| 3 Months |
|
|
+100.00% |
| YTD |
|
|
-30.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.310 |
| 1M High / 1M Low: |
0.930 |
0.290 |
| 6M High / 6M Low: |
0.930 |
0.180 |
| High (YTD): |
18/01/2024 |
1.470 |
| Low (YTD): |
31/07/2024 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.533 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.435 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
375.98% |
| Volatility 6M: |
|
308.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
