Soc. Generale Put 160 CVX 20.09.2024
/ DE000SV6QT71
Soc. Generale Put 160 CVX 20.09.2.../ DE000SV6QT71 /
| 2024-07-09 8:30:11 AM |
Chg.-0.030 |
Bid7:53:29 PM |
Ask7:53:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-3.49% |
0.870
Bid Size: 100,000 |
0.880
Ask Size: 100,000 |
Chevron Corporation |
160.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SV6QT7 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-05-24 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.57 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.70 |
| Intrinsic value: |
0.52 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
0.52 |
| Time value: |
0.34 |
| Break-even: |
139.13 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.01 |
| Spread %: |
1.18% |
| Delta: |
-0.58 |
| Theta: |
-0.03 |
| Omega: |
-9.66 |
| Rho: |
-0.18 |
Quote data
| Open: |
0.830 |
| High: |
0.830 |
| Low: |
0.830 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.28% |
| 1 Month |
|
|
+7.79% |
| 3 Months |
|
|
+7.79% |
| YTD |
|
|
-47.13% |
| 1 Year |
|
|
-50.89% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.860 |
0.670 |
| 1M High / 1M Low: |
0.990 |
0.590 |
| 6M High / 6M Low: |
2.100 |
0.490 |
| High (YTD): |
2024-01-18 |
2.100 |
| Low (YTD): |
2024-05-10 |
0.490 |
| 52W High: |
2023-11-09 |
2.240 |
| 52W Low: |
2024-05-10 |
0.490 |
| Avg. price 1W: |
|
0.728 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.785 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.051 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.310 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
200.15% |
| Volatility 6M: |
|
155.34% |
| Volatility 1Y: |
|
129.61% |
| Volatility 3Y: |
|
- |
