Soc. Generale Call 140 CVX 20.03.2026
/ DE000SU5X345
Soc. Generale Call 140 CVX 20.03..../ DE000SU5X345 /
24/06/2024 21:50:42 |
Chg.+0.230 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
2.920EUR |
+8.55% |
2.890 Bid Size: 2,000 |
2.910 Ask Size: 2,000 |
Chevron Corporation |
140.00 USD |
20/03/2026 |
Call |
Master data
WKN: |
SU5X34 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
20/03/2026 |
Issue date: |
18/12/2023 |
Last trading day: |
19/03/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.69 |
Intrinsic value: |
1.43 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
1.43 |
Time value: |
1.24 |
Break-even: |
157.69 |
Moneyness: |
1.11 |
Premium: |
0.09 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.75% |
Delta: |
0.79 |
Theta: |
-0.02 |
Omega: |
4.32 |
Rho: |
1.54 |
Quote data
Open: |
2.620 |
High: |
2.920 |
Low: |
2.620 |
Previous Close: |
2.690 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+17.74% |
1 Month |
|
|
+1.74% |
3 Months |
|
|
+3.55% |
YTD |
|
|
+13.62% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.920 |
2.480 |
1M High / 1M Low: |
3.100 |
2.480 |
6M High / 6M Low: |
3.560 |
2.080 |
High (YTD): |
29/04/2024 |
3.560 |
Low (YTD): |
23/01/2024 |
2.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.668 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.722 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.779 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
81.34% |
Volatility 6M: |
|
64.61% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |