Soc. Generale Call 200 CVX 20.12.2024
/ DE000SV455F9
Soc. Generale Call 200 CVX 20.12..../ DE000SV455F9 /
| 2024-06-07 11:05:32 AM |
Chg.-0.001 |
Bid11:35:42 AM |
Ask11:35:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-1.56% |
0.063
Bid Size: 10,000 |
0.074
Ask Size: 10,000 |
Chevron Corporation |
200.00 USD |
2024-12-20 |
Call |
Master data
| WKN: |
SV455F |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-05-09 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
183.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
-4.05 |
| Time value: |
0.08 |
| Break-even: |
184.40 |
| Moneyness: |
0.78 |
| Premium: |
0.29 |
| Premium p.a.: |
0.60 |
| Spread abs.: |
0.01 |
| Spread %: |
14.71% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
15.00 |
| Rho: |
0.06 |
Quote data
| Open: |
0.066 |
| High: |
0.066 |
| Low: |
0.063 |
| Previous Close: |
0.064 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.73% |
| 1 Month |
|
|
-58.00% |
| 3 Months |
|
|
-47.50% |
| YTD |
|
|
-68.50% |
| 1 Year |
|
|
-92.32% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.064 |
| 1M High / 1M Low: |
0.170 |
0.064 |
| 6M High / 6M Low: |
0.240 |
0.064 |
| High (YTD): |
2024-04-26 |
0.240 |
| Low (YTD): |
2024-06-06 |
0.064 |
| 52W High: |
2023-09-27 |
0.910 |
| 52W Low: |
2024-06-06 |
0.064 |
| Avg. price 1W: |
|
0.077 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.108 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.155 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.369 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
222.71% |
| Volatility 6M: |
|
189.01% |
| Volatility 1Y: |
|
164.49% |
| Volatility 3Y: |
|
- |
