Soc. Generale Put 160 CVX 19.07.2024
/ DE000SY0ZDK9
Soc. Generale Put 160 CVX 19.07.2.../ DE000SY0ZDK9 /
| 7/9/2024 9:38:54 PM |
Chg.+0.060 |
Bid9:59:13 PM |
Ask9:59:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.610EUR |
+10.91% |
0.670
Bid Size: 4,500 |
0.680
Ask Size: 4,500 |
Chevron Corporation |
160.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
SY0ZDK |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
7/19/2024 |
| Issue date: |
5/28/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.53 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.52 |
| Time value: |
0.05 |
| Break-even: |
142.03 |
| Moneyness: |
1.04 |
| Premium: |
0.00 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.01 |
| Spread %: |
1.79% |
| Delta: |
-0.80 |
| Theta: |
-0.07 |
| Omega: |
-20.09 |
| Rho: |
-0.03 |
Quote data
| Open: |
0.520 |
| High: |
0.670 |
| Low: |
0.520 |
| Previous Close: |
0.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.86% |
| 1 Month |
|
|
+24.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.310 |
| 1M High / 1M Low: |
0.780 |
0.310 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.482 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
396.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
