Soc. Generale Call 130 CVX 20.06.2025
/ DE000SU2UHT2
Soc. Generale Call 130 CVX 20.06..../ DE000SU2UHT2 /
5/28/2024 8:57:53 AM |
Chg.+0.010 |
Bid9:09:07 AM |
Ask9:09:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
3.130EUR |
+0.32% |
3.180 Bid Size: 4,000 |
3.270 Ask Size: 4,000 |
Chevron Corporation |
130.00 USD |
6/20/2025 |
Call |
Master data
WKN: |
SU2UHT |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
130.00 USD |
Maturity: |
6/20/2025 |
Issue date: |
11/27/2023 |
Last trading day: |
6/19/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.62 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.16 |
Intrinsic value: |
2.56 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
2.56 |
Time value: |
0.59 |
Break-even: |
151.35 |
Moneyness: |
1.21 |
Premium: |
0.04 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.01 |
Spread %: |
0.32% |
Delta: |
0.91 |
Theta: |
-0.02 |
Omega: |
4.22 |
Rho: |
1.08 |
Quote data
Open: |
3.100 |
High: |
3.130 |
Low: |
3.100 |
Previous Close: |
3.120 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.85% |
1 Month |
|
|
-19.12% |
3 Months |
|
|
+9.82% |
YTD |
|
|
+14.23% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.360 |
3.090 |
1M High / 1M Low: |
3.870 |
3.090 |
6M High / 6M Low: |
3.870 |
2.180 |
High (YTD): |
4/29/2024 |
3.870 |
Low (YTD): |
1/23/2024 |
2.180 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.166 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.443 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.952 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
53.06% |
Volatility 6M: |
|
65.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |