OverviewChartNewsTraderScreen

Soc. Generale Call 155 CVX 21.06..../  DE000SU18P56  /

EUWAX
2024-05-27  8:26:24 AM Chg.+0.020 Bid2:49:29 PM Ask2:49:29 PM Underlying Strike price Expiration date Option type
0.470EUR +4.44% 0.480
Bid Size: 6,300		 0.520
Ask Size: 6,300		 Chevron Corporation 155.00 USD 2024-06-21 Call
 

Master data

WKN: SU18P5
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.09
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.25
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 0.25
Time value: 0.25
Break-even: 147.90
Moneyness: 1.02
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.01
Spread %: 2.04%
Delta: 0.65
Theta: -0.07
Omega: 18.80
Rho: 0.06
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.98%
1 Month
  -56.88%
3 Months
  -34.72%
YTD
  -35.62%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.450
1M High / 1M Low: 1.140 0.450
6M High / 6M Low: 1.140 0.350
High (YTD): 2024-04-29 1.140
Low (YTD): 2024-01-23 0.350
52W High: - -
52W Low: - -
Avg. price 1W:   0.630
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.688
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.16%
Volatility 6M:   187.98%
Volatility 1Y:   -
Volatility 3Y:   -