Soc. Generale Call 155 CVX 21.03.2025
/ DE000SW84ZY2
Soc. Generale Call 155 CVX 21.03..../ DE000SW84ZY2 /
| 25/06/2024 08:39:01 |
Chg.+0.110 |
Bid13:17:07 |
Ask13:17:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
+18.97% |
0.690
Bid Size: 6,000 |
0.710
Ask Size: 6,000 |
Chevron Corporation |
155.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
SW84ZY |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
155.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
17/04/2024 |
| Last trading day: |
21/03/2025 |
| Ratio: |
20:1 |
| Exercise type: |
European |
| Quanto: |
No |
| Gearing: |
10.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.67 |
| Intrinsic value: |
0.20 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.18 |
| Parity: |
0.20 |
| Time value: |
0.50 |
| Break-even: |
158.43 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.01 |
| Spread %: |
1.45% |
| Delta: |
0.66 |
| Theta: |
-0.03 |
| Omega: |
6.98 |
| Rho: |
0.62 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.580 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.19% |
| 1 Month |
|
|
+2.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.520 |
| 1M High / 1M Low: |
0.810 |
0.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.556 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.617 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
