Soc. Generale Call 145 CVX 21.06.2024
/ DE000SU18P49
Soc. Generale Call 145 CVX 21.06..../ DE000SU18P49 /
| 2024-05-27 8:26:24 AM |
Chg.+0.04 |
Bid5:33:26 PM |
Ask5:33:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.21EUR |
+3.42% |
1.31
Bid Size: 3,000 |
-
Ask Size: - |
Chevron Corporation |
145.00 USD |
2024-06-21 |
Call |
Master data
| WKN: |
SU18P4 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
11.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.22 |
| Intrinsic value: |
1.18 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.18 |
| Time value: |
0.08 |
| Break-even: |
146.28 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.90 |
| Theta: |
-0.05 |
| Omega: |
10.38 |
| Rho: |
0.08 |
Quote data
| Open: |
1.21 |
| High: |
1.21 |
| Low: |
1.21 |
| Previous Close: |
1.17 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.31% |
| 1 Month |
|
|
-34.95% |
| 3 Months |
|
|
-6.92% |
| YTD |
|
|
+1.68% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.62 |
1.17 |
| 1M High / 1M Low: |
1.94 |
1.17 |
| 6M High / 6M Low: |
1.94 |
0.69 |
| High (YTD): |
2024-05-10 |
1.94 |
| Low (YTD): |
2024-01-23 |
0.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.38 |
| Avg. volume 1W: |
|
240 |
| Avg. price 1M: |
|
1.60 |
| Avg. volume 1M: |
|
73.68 |
| Avg. price 6M: |
|
1.24 |
| Avg. volume 6M: |
|
27.42 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.89% |
| Volatility 6M: |
|
141.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
