Soc. Generale Put 160 CVX 21.03.2025
/ DE000SU6QNS1
Soc. Generale Put 160 CVX 21.03.2.../ DE000SU6QNS1 /
| 9/10/2024 9:24:12 AM |
Chg.-0.07 |
Bid10:49:05 AM |
Ask10:49:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-3.33% |
2.04
Bid Size: 3,000 |
2.08
Ask Size: 3,000 |
Chevron Corporation |
160.00 USD |
3/21/2025 |
Put |
Master data
| WKN: |
SU6QNS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
1/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.18 |
| Parity: |
1.79 |
| Time value: |
0.24 |
| Break-even: |
124.69 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
-0.67 |
| Theta: |
-0.01 |
| Omega: |
-4.20 |
| Rho: |
-0.56 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.10 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.97% |
| 1 Month |
|
|
+9.73% |
| 3 Months |
|
|
+66.39% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.10 |
1.44 |
| 1M High / 1M Low: |
2.10 |
1.40 |
| 6M High / 6M Low: |
2.10 |
0.91 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.81 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.31 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
108.82% |
| Volatility 6M: |
|
125.42% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
