Soc. Generale Call 130 CVX 20.12.2024
/ DE000SU2S8W9
Soc. Generale Call 130 CVX 20.12..../ DE000SU2S8W9 /
| 14/06/2024 09:57:25 |
Chg.-0.09 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.40EUR |
-3.61% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
130.00 USD |
20/12/2024 |
Call |
Master data
| WKN: |
SU2S8W |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
20/12/2024 |
| Issue date: |
27/11/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.82 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.11 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
2.11 |
| Time value: |
0.34 |
| Break-even: |
145.94 |
| Moneyness: |
1.17 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.01 |
| Spread %: |
0.41% |
| Delta: |
0.89 |
| Theta: |
-0.02 |
| Omega: |
5.20 |
| Rho: |
0.53 |
Quote data
| Open: |
2.40 |
| High: |
2.40 |
| Low: |
2.40 |
| Previous Close: |
2.49 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-9.43% |
| 1 Month |
|
|
-25.47% |
| 3 Months |
|
|
-13.67% |
| YTD |
|
|
-0.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.76 |
2.40 |
| 1M High / 1M Low: |
3.29 |
2.40 |
| 6M High / 6M Low: |
3.52 |
1.88 |
| High (YTD): |
30/04/2024 |
3.52 |
| Low (YTD): |
22/01/2024 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.85 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.22% |
| Volatility 6M: |
|
80.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
