Soc. Generale Put 150 CVX 20.12.2024
/ DE000SU273A8
Soc. Generale Put 150 CVX 20.12.2.../ DE000SU273A8 /
| 11/09/2024 08:33:54 |
Chg.+0.11 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.29EUR |
+9.32% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
150.00 USD |
20/12/2024 |
Put |
Master data
| WKN: |
SU273A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
150.00 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: |
-9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.10 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
1.07 |
| Time value: |
0.25 |
| Break-even: |
122.91 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.66 |
| Theta: |
-0.02 |
| Omega: |
-6.29 |
| Rho: |
-0.26 |
Quote data
| Open: |
1.29 |
| High: |
1.29 |
| Low: |
1.29 |
| Previous Close: |
1.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.76% |
| 1 Month |
|
|
+17.27% |
| 3 Months |
|
|
+122.41% |
| YTD |
|
|
+0.78% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.25 |
0.91 |
| 1M High / 1M Low: |
1.25 |
0.67 |
| 6M High / 6M Low: |
1.25 |
0.41 |
| High (YTD): |
18/01/2024 |
1.68 |
| Low (YTD): |
18/07/2024 |
0.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.09 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.69 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
155.78% |
| Volatility 6M: |
|
174.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
