Soc. Generale Put 160 CVX 20.12.2024
/ DE000SU273B6
Soc. Generale Put 160 CVX 20.12.2.../ DE000SU273B6 /
| 8/5/2024 9:43:22 PM |
Chg.+0.290 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.830EUR |
+18.83% |
1.820
Bid Size: 2,000 |
1.830
Ask Size: 2,000 |
Chevron Corporation |
160.00 USD |
12/20/2024 |
Put |
Master data
| WKN: |
SU273B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
12/20/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.15 |
| Intrinsic value: |
1.05 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
1.05 |
| Time value: |
0.49 |
| Break-even: |
131.24 |
| Moneyness: |
1.08 |
| Premium: |
0.04 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.01 |
| Spread %: |
0.65% |
| Delta: |
-0.59 |
| Theta: |
-0.03 |
| Omega: |
-5.21 |
| Rho: |
-0.36 |
Quote data
| Open: |
1.500 |
| High: |
1.840 |
| Low: |
1.390 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+81.19% |
| 1 Month |
|
|
+67.89% |
| 3 Months |
|
|
+79.41% |
| YTD |
|
|
+5.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
0.810 |
| 1M High / 1M Low: |
1.540 |
0.750 |
| 6M High / 6M Low: |
1.730 |
0.750 |
| High (YTD): |
1/18/2024 |
2.240 |
| Low (YTD): |
7/18/2024 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.005 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.132 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
253.57% |
| Volatility 6M: |
|
141.30% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
