Soc. Generale Put 160 CVX 20.12.2024
/ DE000SU273B6
Soc. Generale Put 160 CVX 20.12.2.../ DE000SU273B6 /
| 2024-09-25 8:33:16 AM |
Chg.+0.04 |
Bid10:00:36 PM |
Ask10:00:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.31EUR |
+3.15% |
-
Bid Size: - |
-
Ask Size: - |
Chevron Corporation |
160.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
SU273B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
160.00 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: |
-9.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.12 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.12 |
| Time value: |
0.21 |
| Break-even: |
129.67 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.01 |
| Spread %: |
0.76% |
| Delta: |
-0.69 |
| Theta: |
-0.03 |
| Omega: |
-6.84 |
| Rho: |
-0.25 |
Quote data
| Open: |
1.31 |
| High: |
1.31 |
| Low: |
1.31 |
| Previous Close: |
1.27 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-20.12% |
| 1 Month |
|
|
-7.75% |
| 3 Months |
|
|
+55.95% |
| YTD |
|
|
-25.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.27 |
| 1M High / 1M Low: |
2.02 |
1.22 |
| 6M High / 6M Low: |
2.02 |
0.73 |
| High (YTD): |
2024-01-18 |
2.26 |
| Low (YTD): |
2024-07-18 |
0.73 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.47 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.59 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.12% |
| Volatility 6M: |
|
151.47% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
