Soc. Generale Call 135 CVX 21.06.2024
/ DE000SU18P31
Soc. Generale Call 135 CVX 21.06..../ DE000SU18P31 /
| 2024-06-06 8:26:47 AM |
Chg.-0.11 |
Bid8:16:07 PM |
Ask8:16:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.82EUR |
-5.70% |
1.90
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: |
7.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.86 |
| Intrinsic value: |
1.84 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.18 |
| Parity: |
1.84 |
| Time value: |
0.05 |
| Break-even: |
143.05 |
| Moneyness: |
1.15 |
| Premium: |
0.00 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.94 |
| Theta: |
-0.06 |
| Omega: |
7.10 |
| Rho: |
0.05 |
Quote data
| Open: |
1.82 |
| High: |
1.82 |
| Low: |
1.82 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.61% |
| 1 Month |
|
|
-21.55% |
| 3 Months |
|
|
+8.98% |
| YTD |
|
|
+2.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.93 |
| 1M High / 1M Low: |
2.87 |
1.93 |
| 6M High / 6M Low: |
2.87 |
1.20 |
| High (YTD): |
2024-05-10 |
2.87 |
| Low (YTD): |
2024-01-23 |
1.20 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.11 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
125.91% |
| Volatility 6M: |
|
110.92% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
