Soc. Generale Call 145 CVX 18.09.2026
/ DE000SU7JYZ6
Soc. Generale Call 145 CVX 18.09..../ DE000SU7JYZ6 /
24/05/2024 21:49:36 |
Chg.+0.030 |
Bid21:59:03 |
Ask21:59:03 |
Underlying |
Strike price |
Expiration date |
Option type |
2.840EUR |
+1.07% |
2.850 Bid Size: 5,000 |
2.870 Ask Size: 5,000 |
Chevron Corporation |
145.00 USD |
18/09/2026 |
Call |
Master data
WKN: |
SU7JYZ |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
145.00 USD |
Maturity: |
18/09/2026 |
Issue date: |
29/01/2024 |
Last trading day: |
17/09/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.89 |
Intrinsic value: |
1.18 |
Implied volatility: |
0.18 |
Historic volatility: |
0.18 |
Parity: |
1.18 |
Time value: |
1.69 |
Break-even: |
162.38 |
Moneyness: |
1.09 |
Premium: |
0.12 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.02 |
Spread %: |
0.70% |
Delta: |
0.78 |
Theta: |
-0.02 |
Omega: |
3.96 |
Rho: |
1.97 |
Quote data
Open: |
2.790 |
High: |
2.870 |
Low: |
2.790 |
Previous Close: |
2.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-10.97% |
1 Month |
|
|
-20.22% |
3 Months |
|
|
-0.35% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.090 |
2.810 |
1M High / 1M Low: |
3.560 |
2.810 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.918 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.162 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.81% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |