Soc. Generale Put 160 CVX 20.09.2024
/ DE000SV6QT71
Soc. Generale Put 160 CVX 20.09.2.../ DE000SV6QT71 /
2024-05-10 9:43:22 PM |
Chg.-0.020 |
Bid8:00:00 AM |
Ask8:00:00 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-3.77% |
0.510 Bid Size: 9,000 |
0.540 Ask Size: 9,000 |
Chevron Corporation |
160.00 USD |
2024-09-20 |
Put |
Master data
WKN: |
SV6QT7 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-05-24 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-29.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.36 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.23 |
Historic volatility: |
0.18 |
Parity: |
-0.54 |
Time value: |
0.52 |
Break-even: |
143.34 |
Moneyness: |
0.96 |
Premium: |
0.07 |
Premium p.a.: |
0.20 |
Spread abs.: |
0.01 |
Spread %: |
1.96% |
Delta: |
-0.34 |
Theta: |
-0.02 |
Omega: |
-9.94 |
Rho: |
-0.21 |
Quote data
Open: |
0.490 |
High: |
0.520 |
Low: |
0.490 |
Previous Close: |
0.530 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-26.09% |
1 Month |
|
|
-49.00% |
3 Months |
|
|
-67.31% |
YTD |
|
|
-67.52% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.690 |
0.510 |
1M High / 1M Low: |
1.070 |
0.510 |
6M High / 6M Low: |
2.130 |
0.510 |
High (YTD): |
2024-01-18 |
2.090 |
Low (YTD): |
2024-05-10 |
0.510 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.600 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.760 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.407 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
139.49% |
Volatility 6M: |
|
110.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |