Soc. Generale Call 150 CVX 16.01.2026
/ DE000SU26L92
Soc. Generale Call 150 CVX 16.01..../ DE000SU26L92 /
2024-05-23 8:08:41 PM |
Chg.-0.040 |
Bid8:14:38 PM |
Ask8:14:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.140EUR |
-1.83% |
2.130 Bid Size: 100,000 |
2.150 Ask Size: 100,000 |
Chevron Corporation |
150.00 USD |
2026-01-16 |
Call |
Master data
WKN: |
SU26L9 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2026-01-16 |
Issue date: |
2023-12-05 |
Last trading day: |
2026-01-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.19 |
Intrinsic value: |
0.70 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
0.70 |
Time value: |
1.50 |
Break-even: |
160.57 |
Moneyness: |
1.05 |
Premium: |
0.10 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.02 |
Spread %: |
0.92% |
Delta: |
0.72 |
Theta: |
-0.02 |
Omega: |
4.79 |
Rho: |
1.38 |
Quote data
Open: |
2.160 |
High: |
2.200 |
Low: |
2.140 |
Previous Close: |
2.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-11.57% |
1 Month |
|
|
-17.37% |
3 Months |
|
|
-4.89% |
YTD |
|
|
+3.88% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.500 |
2.180 |
1M High / 1M Low: |
2.820 |
2.180 |
6M High / 6M Low: |
- |
- |
High (YTD): |
2024-04-26 |
2.820 |
Low (YTD): |
2024-01-23 |
1.590 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.374 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.523 |
Avg. volume 1M: |
|
19.048 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
62.82% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |