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Soc. Generale Put 140 CVX 20.12.2.../  DE000SU27299  /

EUWAX
2024-06-24  8:29:14 AM Chg.+0.010 Bid10:15:02 AM Ask10:15:02 AM Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.330
Bid Size: 9,100		 0.340
Ask Size: 9,100		 Chevron Corporation 140.00 USD 2024-12-20 Put
 

Master data

WKN: SU2729
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-12-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -40.36
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -1.43
Time value: 0.36
Break-even: 127.39
Moneyness: 0.90
Premium: 0.12
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 2.86%
Delta: -0.22
Theta: -0.02
Omega: -8.92
Rho: -0.18
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.07%
1 Month     0.00%
3 Months
  -37.04%
YTD
  -62.64%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.330
1M High / 1M Low: 0.410 0.260
6M High / 6M Low: 1.200 0.260
High (YTD): 2024-01-18 1.200
Low (YTD): 2024-06-03 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.378
Avg. volume 1W:   0.000
Avg. price 1M:   0.345
Avg. volume 1M:   0.000
Avg. price 6M:   0.587
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.58%
Volatility 6M:   124.59%
Volatility 1Y:   -
Volatility 3Y:   -