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: |
|
- |