Soc. Generale Put 170 CVX 19.07.2024
/ DE000SY0ZDL7
Soc. Generale Put 170 CVX 19.07.2.../ DE000SY0ZDL7 /
| 7/9/2024 9:42:45 PM |
Chg.+0.060 |
Bid9:59:09 PM |
Ask9:59:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.510EUR |
+4.14% |
1.570
Bid Size: 2,000 |
1.580
Ask Size: 2,000 |
Chevron Corporation |
170.00 USD |
7/19/2024 |
Put |
Master data
| WKN: |
SY0ZDL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 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: |
-9.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.45 |
| Intrinsic value: |
1.45 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.18 |
| Parity: |
1.45 |
| Time value: |
0.01 |
| Break-even: |
142.36 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.69% |
| Delta: |
-0.93 |
| Theta: |
-0.05 |
| Omega: |
-9.05 |
| Rho: |
-0.04 |
Quote data
| Open: |
1.380 |
| High: |
1.510 |
| Low: |
1.380 |
| Previous Close: |
1.450 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.90% |
| 1 Month |
|
|
+17.05% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.450 |
1.040 |
| 1M High / 1M Low: |
1.620 |
1.000 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.266 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.321 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
209.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
