Soc. Generale Call 140 CVX 18.12.2026
/ DE000SY002B5
Soc. Generale Call 140 CVX 18.12..../ DE000SY002B5 /
| 24/01/2025 21:47:29 |
Chg.-0.090 |
Bid21:58:04 |
Ask21:58:04 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.500EUR |
-3.47% |
2.520
Bid Size: 2,000 |
2.530
Ask Size: 2,000 |
Chevron Corporation |
140.00 USD |
18/12/2026 |
Call |
Master data
| WKN: |
SY002B |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
18/12/2026 |
| Issue date: |
29/05/2024 |
| Last trading day: |
17/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.68 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
1.49 |
| Time value: |
1.04 |
| Break-even: |
158.70 |
| Moneyness: |
1.11 |
| Premium: |
0.07 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.40% |
| Delta: |
0.81 |
| Theta: |
-0.01 |
| Omega: |
4.73 |
| Rho: |
1.79 |
Quote data
| Open: |
2.580 |
| High: |
2.590 |
| Low: |
2.490 |
| Previous Close: |
2.590 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.57% |
| 1 Month |
|
|
+33.69% |
| 3 Months |
|
|
+2.88% |
| YTD |
|
|
+32.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.120 |
2.500 |
| 1M High / 1M Low: |
3.120 |
1.890 |
| 6M High / 6M Low: |
3.250 |
1.710 |
| High (YTD): |
20/01/2025 |
3.120 |
| Low (YTD): |
06/01/2025 |
2.060 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.726 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.478 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.416 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.35% |
| Volatility 6M: |
|
80.26% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |