Soc. Generale Put 160 CVX 17.01.2025
/ DE000SY006Q4
Soc. Generale Put 160 CVX 17.01.2.../ DE000SY006Q4 /
| 2024-07-10 8:34:02 AM |
Chg.+0.10 |
Bid10:39:41 AM |
Ask10:39:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.22EUR |
+8.93% |
1.21
Bid Size: 3,000 |
1.24
Ask Size: 3,000 |
Chevron Corporation |
160.00 USD |
2025-01-17 |
Put |
Master data
| WKN: |
SY006Q |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-11.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.95 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
0.56 |
| Break-even: |
135.85 |
| Moneyness: |
1.05 |
| Premium: |
0.04 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.83% |
| Delta: |
-0.52 |
| Theta: |
-0.02 |
| Omega: |
-6.11 |
| Rho: |
-0.45 |
Quote data
| Open: |
1.22 |
| High: |
1.22 |
| Low: |
1.22 |
| Previous Close: |
1.12 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.00% |
| 1 Month |
|
|
+14.02% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.14 |
0.97 |
| 1M High / 1M Low: |
1.25 |
0.89 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.05 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
