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Soc. Generale Call 165 CVX 21.06..../  DE000SU1FP91  /

EUWAX
2024-05-27  8:25:14 AM Chg.+0.001 Bid11:47:57 AM Ask11:47:57 AM Underlying Strike price Expiration date Option type
0.031EUR +3.33% 0.033
Bid Size: 10,000		 0.043
Ask Size: 10,000		 Chevron Corporation 165.00 USD 2024-06-21 Call
 

Master data

WKN: SU1FP9
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-06-21
Issue date: 2023-10-31
Last trading day: 2024-06-21
Ratio: 20:1
Exercise type: European
Quanto: No
Gearing: 177.36
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.33
Time value: 0.04
Break-even: 152.94
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.08
Spread abs.: 0.01
Spread %: 32.26%
Delta: 0.21
Theta: -0.04
Omega: 36.43
Rho: 0.02
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -71.82%
1 Month
  -86.52%
3 Months
  -80.63%
YTD
  -83.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.110 0.030
1M High / 1M Low: 0.240 0.030
6M High / 6M Low: 0.260 0.030
High (YTD): 2024-04-29 0.240
Low (YTD): 2024-05-24 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.062
Avg. volume 1W:   0.000
Avg. price 1M:   0.120
Avg. volume 1M:   0.000
Avg. price 6M:   0.146
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   395.04%
Volatility 6M:   259.50%
Volatility 1Y:   -
Volatility 3Y:   -