Soc. Generale Put 160 CVX 20.12.2024
/ DE000SU273B6
Soc. Generale Put 160 CVX 20.12.2.../ DE000SU273B6 /
| 2024-05-27 12:06:54 PM |
Chg.-0.040 |
Bid12:46:33 PM |
Ask12:46:33 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
-4.17% |
0.920
Bid Size: 7,000 |
0.950
Ask Size: 7,000 |
Chevron Corporation |
160.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU273B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-12-05 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-15.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.21 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.18 |
| Parity: |
0.21 |
| Time value: |
0.75 |
| Break-even: |
137.91 |
| Moneyness: |
1.01 |
| Premium: |
0.05 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.05% |
| Delta: |
-0.45 |
| Theta: |
-0.02 |
| Omega: |
-6.79 |
| Rho: |
-0.42 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.920 |
| Previous Close: |
0.960 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.58% |
| 1 Month |
|
|
+10.84% |
| 3 Months |
|
|
-38.67% |
| YTD |
|
|
-47.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.810 |
| 1M High / 1M Low: |
1.020 |
0.750 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2024-01-18 |
2.240 |
| Low (YTD): |
2024-05-10 |
0.750 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.918 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.881 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.51% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
