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Soc. Generale Call 180 CVX 17.01..../  DE000SQ86UN3  /

EUWAX
2024-06-06  8:55:48 AM Chg.-0.020 Bid10:15:04 AM Ask10:15:04 AM Underlying Strike price Expiration date Option type
0.280EUR -6.67% 0.290
Bid Size: 10,000		 0.300
Ask Size: 10,000		 Chevron Corporation 180.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86UN
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.51
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -2.30
Time value: 0.30
Break-even: 168.53
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.31
Spread abs.: 0.01
Spread %: 3.45%
Delta: 0.24
Theta: -0.02
Omega: 11.39
Rho: 0.19
 

Quote data

Open: 0.280
High: 0.280
Low: 0.280
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.68%
1 Month
  -42.86%
3 Months
  -20.00%
YTD
  -44.00%
1 Year
  -76.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.300
1M High / 1M Low: 0.600 0.300
6M High / 6M Low: 0.700 0.280
High (YTD): 2024-04-29 0.700
Low (YTD): 2024-01-23 0.280
52W High: 2023-09-27 1.680
52W Low: 2024-01-23 0.280
Avg. price 1W:   0.346
Avg. volume 1W:   0.000
Avg. price 1M:   0.429
Avg. volume 1M:   0.000
Avg. price 6M:   0.455
Avg. volume 6M:   0.000
Avg. price 1Y:   0.780
Avg. volume 1Y:   0.000
Volatility 1M:   200.43%
Volatility 6M:   154.80%
Volatility 1Y:   141.67%
Volatility 3Y:   -