Soc. Generale Call 130 CVX 20.09.2024
/ DE000SU18YA7
Soc. Generale Call 130 CVX 20.09..../ DE000SU18YA7 /
| 2024-06-20 10:12:19 AM |
Chg.-0.06 |
Bid3:32:49 PM |
Ask3:32:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.33EUR |
-2.51% |
2.41
Bid Size: 2,000 |
-
Ask Size: - |
Chevron Corporation |
130.00 USD |
2024-09-20 |
Call |
Master data
| WKN: |
SU18YA |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-11-15 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.20 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.29 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
2.17 |
| Time value: |
0.13 |
| Break-even: |
143.96 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.97 |
| Theta: |
-0.02 |
| Omega: |
5.99 |
| Rho: |
0.29 |
Quote data
| Open: |
2.33 |
| High: |
2.33 |
| Low: |
2.33 |
| Previous Close: |
2.39 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.27% |
| 1 Month |
|
|
-26.27% |
| 3 Months |
|
|
-12.08% |
| YTD |
|
|
+1.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
2.23 |
| 1M High / 1M Low: |
3.16 |
2.23 |
| 6M High / 6M Low: |
3.41 |
1.71 |
| High (YTD): |
2024-05-10 |
3.41 |
| Low (YTD): |
2024-01-23 |
1.71 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.31 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.56 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.78% |
| Volatility 6M: |
|
82.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
