Soc. Generale Put 170 CVX 17.05.2024
/ DE000SW8E750
Soc. Generale Put 170 CVX 17.05.2.../ DE000SW8E750 /
| 2024-05-13 9:59:27 AM |
Chg.-0.030 |
Bid8:58:24 PM |
Ask8:58:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
-6.12% |
0.660
Bid Size: 70,000 |
0.670
Ask Size: 70,000 |
Chevron Corporation |
170.00 USD |
2024-05-17 |
Put |
Master data
| WKN: |
SW8E75 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
170.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-04-02 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-27.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.19 |
| Parity: |
0.39 |
| Time value: |
0.17 |
| Break-even: |
152.24 |
| Moneyness: |
1.03 |
| Premium: |
0.01 |
| Premium p.a.: |
1.75 |
| Spread abs.: |
0.01 |
| Spread %: |
1.82% |
| Delta: |
-0.67 |
| Theta: |
-0.37 |
| Omega: |
-18.29 |
| Rho: |
-0.01 |
Quote data
| Open: |
0.460 |
| High: |
0.460 |
| Low: |
0.460 |
| Previous Close: |
0.490 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-49.45% |
| 1 Month |
|
|
-47.73% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.490 |
| 1M High / 1M Low: |
1.410 |
0.490 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.754 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.938 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
343.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
