Soc. Generale Put 160 CVX 21.06.2024
/ DE000SQ6K9Y5
Soc. Generale Put 160 CVX 21.06.2.../ DE000SQ6K9Y5 /
2024-05-24 8:25:33 AM |
Chg.+0.020 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+4.88% |
- Bid Size: - |
- Ask Size: - |
Chevron Corporation |
160.00 USD |
2024-06-21 |
Put |
Master data
WKN: |
SQ6K9Y |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
160.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2022-12-20 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-36.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.38 |
Intrinsic value: |
0.21 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
0.21 |
Time value: |
0.19 |
Break-even: |
143.51 |
Moneyness: |
1.01 |
Premium: |
0.01 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.01 |
Spread %: |
2.56% |
Delta: |
-0.57 |
Theta: |
-0.05 |
Omega: |
-20.88 |
Rho: |
-0.06 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.410 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+65.38% |
1 Month |
|
|
+22.86% |
3 Months |
|
|
-53.26% |
YTD |
|
|
-68.84% |
1 Year |
|
|
-77.25% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.430 |
0.200 |
1M High / 1M Low: |
0.460 |
0.190 |
6M High / 6M Low: |
1.960 |
0.190 |
High (YTD): |
2024-01-19 |
1.940 |
Low (YTD): |
2024-05-10 |
0.190 |
52W High: |
2023-11-09 |
2.080 |
52W Low: |
2024-05-10 |
0.190 |
Avg. price 1W: |
|
0.310 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.308 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.057 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.234 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
371.90% |
Volatility 6M: |
|
192.24% |
Volatility 1Y: |
|
156.73% |
Volatility 3Y: |
|
- |