Soc. Generale Call 135 CVX 21.06.2024
/ DE000SU18P31
Soc. Generale Call 135 CVX 21.06..../ DE000SU18P31 /
| 2024-05-23 9:03:04 PM |
Chg.-0.090 |
Bid9:22:08 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.070EUR |
-4.17% |
2.070
Bid Size: 70,000 |
-
Ask Size: - |
Chevron Corporation |
135.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18P3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.12 |
| Intrinsic value: |
2.08 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.18 |
| Parity: |
2.08 |
| Time value: |
0.08 |
| Break-even: |
146.31 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.04 |
| Omega: |
6.36 |
| Rho: |
0.09 |
Quote data
| Open: |
2.060 |
| High: |
2.190 |
| Low: |
2.050 |
| Previous Close: |
2.160 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.87% |
| 1 Month |
|
|
-21.29% |
| 3 Months |
|
|
-1.43% |
| YTD |
|
|
+15.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.610 |
2.160 |
| 1M High / 1M Low: |
2.940 |
2.160 |
| 6M High / 6M Low: |
2.940 |
1.200 |
| High (YTD): |
2024-04-29 |
2.940 |
| Low (YTD): |
2024-01-23 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.432 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.610 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.975 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.87% |
| Volatility 6M: |
|
108.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
