Soc. Generale Put 120 CVX 20.09.2024
/ DE000SV6QT55
Soc. Generale Put 120 CVX 20.09.2.../ DE000SV6QT55 /
28/05/2024 18:57:59 |
Chg.-0.002 |
Bid19:45:09 |
Ask19:45:09 |
Underlying |
Strike price |
Expiration date |
Option type |
0.035EUR |
-5.41% |
0.036 Bid Size: 200,000 |
0.046 Ask Size: 200,000 |
Chevron Corporation |
120.00 USD |
20/09/2024 |
Put |
Master data
WKN: |
SV6QT5 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
20/09/2024 |
Issue date: |
24/05/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-302.58 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.18 |
Parity: |
-3.48 |
Time value: |
0.05 |
Break-even: |
110.00 |
Moneyness: |
0.76 |
Premium: |
0.24 |
Premium p.a.: |
0.99 |
Spread abs.: |
0.01 |
Spread %: |
26.32% |
Delta: |
-0.04 |
Theta: |
-0.01 |
Omega: |
-13.07 |
Rho: |
-0.02 |
Quote data
Open: |
0.032 |
High: |
0.036 |
Low: |
0.030 |
Previous Close: |
0.037 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.38% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-76.67% |
YTD |
|
|
-87.93% |
1 Year |
|
|
-95.21% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.043 |
0.032 |
1M High / 1M Low: |
0.054 |
0.027 |
6M High / 6M Low: |
0.450 |
0.027 |
High (YTD): |
18/01/2024 |
0.400 |
Low (YTD): |
17/05/2024 |
0.027 |
52W High: |
31/05/2023 |
0.770 |
52W Low: |
17/05/2024 |
0.027 |
Avg. price 1W: |
|
0.038 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.038 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.187 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.313 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
211.42% |
Volatility 6M: |
|
165.91% |
Volatility 1Y: |
|
141.88% |
Volatility 3Y: |
|
- |