Soc. Generale Call 130 CVX 21.03.2025
/ DE000SU2WHS0
Soc. Generale Call 130 CVX 21.03..../ DE000SU2WHS0 /
| 2024-06-20 9:44:34 PM |
Chg.+0.240 |
Bid9:59:45 PM |
Ask9:59:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.860EUR |
+9.16% |
2.890
Bid Size: 2,000 |
2.900
Ask Size: 2,000 |
Chevron Corporation |
130.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
SU2WHS |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2023-11-28 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.60 |
| Intrinsic value: |
2.17 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
2.17 |
| Time value: |
0.48 |
| Break-even: |
147.46 |
| Moneyness: |
1.18 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
1.92% |
| Delta: |
0.88 |
| Theta: |
-0.02 |
| Omega: |
4.75 |
| Rho: |
0.75 |
Quote data
| Open: |
2.590 |
| High: |
2.910 |
| Low: |
2.590 |
| Previous Close: |
2.620 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.85% |
| 1 Month |
|
|
-11.18% |
| 3 Months |
|
|
+1.78% |
| YTD |
|
|
+9.16% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.860 |
2.580 |
| 1M High / 1M Low: |
3.270 |
2.570 |
| 6M High / 6M Low: |
3.740 |
2.040 |
| High (YTD): |
2024-04-29 |
3.740 |
| Low (YTD): |
2024-01-23 |
2.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.664 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.873 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.877 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.19% |
| Volatility 6M: |
|
70.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
