Soc. Generale Call 135 CVX 21.06.2024
/ DE000SU18P31
Soc. Generale Call 135 CVX 21.06..../ DE000SU18P31 /
| 27/05/2024 18:10:16 |
Chg.-0.050 |
Bid27/05/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.090EUR |
-2.34% |
2.090
Bid Size: 3,000 |
-
Ask Size: - |
Chevron Corporation |
135.00 USD |
21/06/2024 |
Call |
Master data
| WKN: |
SU18P3 |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
21/06/2024 |
| Issue date: |
15/11/2023 |
| Last trading day: |
20/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
2.10 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.18 |
| Parity: |
2.10 |
| Time value: |
0.05 |
| Break-even: |
145.96 |
| Moneyness: |
1.17 |
| Premium: |
0.00 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.96 |
| Theta: |
-0.03 |
| Omega: |
6.51 |
| Rho: |
0.08 |
Quote data
| Open: |
2.100 |
| High: |
2.170 |
| Low: |
2.090 |
| Previous Close: |
2.140 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.73% |
| 1 Month |
|
|
-28.67% |
| 3 Months |
|
|
+12.97% |
| YTD |
|
|
+16.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.480 |
2.090 |
| 1M High / 1M Low: |
2.940 |
2.090 |
| 6M High / 6M Low: |
2.940 |
1.200 |
| High (YTD): |
29/04/2024 |
2.940 |
| Low (YTD): |
23/01/2024 |
1.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.258 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.521 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.985 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.66% |
| Volatility 6M: |
|
108.88% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
