Soc. Generale Call 150 CVX 16.01.2026
/ DE000SU26L92
Soc. Generale Call 150 CVX 16.01..../ DE000SU26L92 /
| 2024-05-27 8:08:29 AM |
Chg.+0.03 |
Bid8:23:02 AM |
Ask8:23:02 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.18EUR |
+1.40% |
2.18
Bid Size: 5,000 |
2.22
Ask Size: 5,000 |
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: |
6.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.19 |
| Intrinsic value: |
0.71 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
0.71 |
| Time value: |
1.49 |
| Break-even: |
160.29 |
| Moneyness: |
1.05 |
| Premium: |
0.10 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.02 |
| Spread %: |
0.92% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
4.80 |
| Rho: |
1.38 |
Quote data
| Open: |
2.18 |
| High: |
2.18 |
| Low: |
2.18 |
| Previous Close: |
2.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.80% |
| 1 Month |
|
|
-19.56% |
| 3 Months |
|
|
-0.91% |
| YTD |
|
|
+7.39% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.50 |
2.15 |
| 1M High / 1M Low: |
2.77 |
2.15 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-04-30 |
2.77 |
| Low (YTD): |
2024-01-23 |
1.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
80 |
| Avg. price 1M: |
|
2.46 |
| Avg. volume 1M: |
|
21.05 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
