Soc. Generale Put 180 CVX 20.09.2024
/ DE000SW38XU1
Soc. Generale Put 180 CVX 20.09.2.../ DE000SW38XU1 /
8/2/2024 9:35:20 PM |
Chg.+0.340 |
Bid9:59:57 PM |
Ask9:59:57 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.980EUR |
+12.88% |
3.000 Bid Size: 2,000 |
3.010 Ask Size: 2,000 |
Chevron Corporation |
180.00 USD |
9/20/2024 |
Put |
Master data
WKN: |
SW38XU |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
180.00 USD |
Maturity: |
9/20/2024 |
Issue date: |
10/3/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-4.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.88 |
Intrinsic value: |
2.88 |
Implied volatility: |
0.50 |
Historic volatility: |
0.18 |
Parity: |
2.88 |
Time value: |
0.14 |
Break-even: |
134.77 |
Moneyness: |
1.21 |
Premium: |
0.01 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.01 |
Spread %: |
0.33% |
Delta: |
-0.83 |
Theta: |
-0.05 |
Omega: |
-3.72 |
Rho: |
-0.19 |
Quote data
Open: |
2.560 |
High: |
3.110 |
Low: |
2.450 |
Previous Close: |
2.640 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+41.23% |
1 Month |
|
|
+40.57% |
3 Months |
|
|
+44.66% |
YTD |
|
|
+4.20% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.980 |
1.880 |
1M High / 1M Low: |
2.980 |
1.750 |
6M High / 6M Low: |
2.980 |
1.570 |
High (YTD): |
1/19/2024 |
3.610 |
Low (YTD): |
5/10/2024 |
1.570 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.352 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.230 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.251 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
198.55% |
Volatility 6M: |
|
117.17% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |