Soc. Generale Put 180 CVX 20.09.2024
/ DE000SW38XU1
Soc. Generale Put 180 CVX 20.09.2.../ DE000SW38XU1 /
| 2024-05-23 8:13:30 AM |
Chg.+0.24 |
Bid9:00:54 PM |
Ask9:00:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.08EUR |
+13.04% |
2.18
Bid Size: 70,000 |
2.19
Ask Size: 70,000 |
Chevron Corporation |
180.00 USD |
2024-09-20 |
Put |
Master data
| WKN: |
SW38XU |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
180.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-03 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-6.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.07 |
| Intrinsic value: |
2.07 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.18 |
| Parity: |
2.07 |
| Time value: |
0.02 |
| Break-even: |
145.38 |
| Moneyness: |
1.14 |
| Premium: |
0.00 |
| Premium p.a.: |
0.00 |
| Spread abs.: |
0.01 |
| Spread %: |
0.48% |
| Delta: |
-0.79 |
| Theta: |
-0.01 |
| Omega: |
-5.50 |
| Rho: |
-0.45 |
Quote data
| Open: |
2.08 |
| High: |
2.08 |
| Low: |
2.08 |
| Previous Close: |
1.84 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.35% |
| 1 Month |
|
|
+7.22% |
| 3 Months |
|
|
-12.24% |
| YTD |
|
|
-27.53% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.63 |
| 1M High / 1M Low: |
2.02 |
1.56 |
| 6M High / 6M Low: |
3.69 |
1.56 |
| High (YTD): |
2024-01-18 |
3.69 |
| Low (YTD): |
2024-05-10 |
1.56 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.62 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
117.46% |
| Volatility 6M: |
|
85.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
