Soc. Generale Put 160 CVX 21.03.2025
/ DE000SU6QNS1
Soc. Generale Put 160 CVX 21.03.2.../ DE000SU6QNS1 /
| 10/07/2024 21:41:29 |
Chg.-0.040 |
Bid21:59:44 |
Ask21:59:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.270EUR |
-3.05% |
1.230
Bid Size: 4,000 |
1.240
Ask Size: 4,000 |
Chevron Corporation |
160.00 USD |
21/03/2025 |
Put |
Master data
| WKN: |
SU6QNS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
08/01/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
0.65 |
| Time value: |
0.70 |
| Break-even: |
134.45 |
| Moneyness: |
1.05 |
| Premium: |
0.05 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.75% |
| Delta: |
-0.49 |
| Theta: |
-0.02 |
| Omega: |
-5.18 |
| Rho: |
-0.58 |
Quote data
| Open: |
1.360 |
| High: |
1.360 |
| Low: |
1.270 |
| Previous Close: |
1.310 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.40% |
| 1 Month |
|
|
+7.63% |
| 3 Months |
|
|
+8.55% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.310 |
1.090 |
| 1M High / 1M Low: |
1.390 |
1.060 |
| 6M High / 6M Low: |
2.380 |
0.940 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.220 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.232 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.448 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
105.81% |
| Volatility 6M: |
|
90.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
