OverviewChartNewsTraderScreen

Soc. Generale Put 160 CVX 20.12.2.../  DE000SU273B6  /

Frankfurt Zert./SG
25/06/2024  21:38:20 Chg.+0.030 Bid25/06/2024 Ask25/06/2024 Underlying Strike price Expiration date Option type
0.900EUR +3.45% 0.900
Bid Size: 125,000		 0.910
Ask Size: 125,000		 Chevron Corporation 160.00 USD 20/12/2024 Put
 

Master data

WKN: SU273B
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 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: -17.06
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.06
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.06
Time value: 0.81
Break-even: 140.38
Moneyness: 1.00
Premium: 0.05
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.16%
Delta: -0.44
Theta: -0.02
Omega: -7.43
Rho: -0.36
 

Quote data

Open: 0.840
High: 0.910
Low: 0.830
Previous Close: 0.870
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -23.73%
1 Month
  -6.25%
3 Months
  -25.00%
YTD
  -48.28%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.180 0.870
1M High / 1M Low: 1.220 0.810
6M High / 6M Low: 2.240 0.750
High (YTD): 18/01/2024 2.240
Low (YTD): 10/05/2024 0.750
52W High: - -
52W Low: - -
Avg. price 1W:   1.040
Avg. volume 1W:   0.000
Avg. price 1M:   1.036
Avg. volume 1M:   0.000
Avg. price 6M:   1.333
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   142.84%
Volatility 6M:   103.66%
Volatility 1Y:   -
Volatility 3Y:   -