Soc. Generale Put 120 CVX 20.12.2024
/ DE000SU27273
Soc. Generale Put 120 CVX 20.12.2.../ DE000SU27273 /
27/05/2024 20:00:22 |
Chg.0.000 |
Bid20:00:59 |
Ask20:00:59 |
Underlying |
Strike price |
Expiration date |
Option type |
0.097EUR |
0.00% |
0.092 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
Chevron Corporation |
120.00 USD |
20/12/2024 |
Put |
Master data
WKN: |
SU2727 |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
120.00 USD |
Maturity: |
20/12/2024 |
Issue date: |
05/12/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-132.22 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.01 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-3.48 |
Time value: |
0.11 |
Break-even: |
109.53 |
Moneyness: |
0.76 |
Premium: |
0.25 |
Premium p.a.: |
0.48 |
Spread abs.: |
0.01 |
Spread %: |
13.40% |
Delta: |
-0.07 |
Theta: |
-0.01 |
Omega: |
-9.46 |
Rho: |
-0.07 |
Quote data
Open: |
0.097 |
High: |
0.097 |
Low: |
0.090 |
Previous Close: |
0.097 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+16.87% |
1 Month |
|
|
-19.17% |
3 Months |
|
|
-64.07% |
YTD |
|
|
-76.34% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.100 |
0.083 |
1M High / 1M Low: |
0.130 |
0.081 |
6M High / 6M Low: |
- |
- |
High (YTD): |
18/01/2024 |
0.540 |
Low (YTD): |
17/05/2024 |
0.081 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.093 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.100 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
115.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |