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Soc. Generale Call 165 CVX 21.06..../  DE000SU18P64  /

Frankfurt Zert./SG
2024-05-27  8:45:47 AM Chg.-0.002 Bid9:09:15 AM Ask9:09:15 AM Underlying Strike price Expiration date Option type
0.086EUR -2.27% 0.088
Bid Size: 10,000		 0.100
Ask Size: 10,000		 Chevron Corporation 165.00 USD 2024-06-21 Call
 

Master data

WKN: SU18P6
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2024-06-21
Issue date: 2023-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 145.44
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -0.67
Time value: 0.10
Break-even: 153.12
Moneyness: 0.96
Premium: 0.05
Premium p.a.: 1.12
Spread abs.: 0.01
Spread %: 11.11%
Delta: 0.23
Theta: -0.05
Omega: 32.78
Rho: 0.02
 

Quote data

Open: 0.086
High: 0.086
Low: 0.086
Previous Close: 0.088
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -57.00%
1 Month
  -84.36%
3 Months
  -69.29%
YTD
  -79.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.087
1M High / 1M Low: 0.530 0.087
6M High / 6M Low: 0.550 0.087
High (YTD): 2024-04-26 0.550
Low (YTD): 2024-05-23 0.087
52W High: - -
52W Low: - -
Avg. price 1W:   0.129
Avg. volume 1W:   0.000
Avg. price 1M:   0.262
Avg. volume 1M:   0.000
Avg. price 6M:   0.328
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   301.85%
Volatility 6M:   244.93%
Volatility 1Y:   -
Volatility 3Y:   -