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Soc. Generale Put 160 CVX 20.09.2.../  DE000SV6QT71  /

Frankfurt Zert./SG
10/05/2024  21:43:22 Chg.-0.020 Bid21:59:20 Ask21:59:20 Underlying Strike price Expiration date Option type
0.510EUR -3.77% 0.510
Bid Size: 9,000		 0.520
Ask Size: 9,000		 Chevron Corporation 160.00 USD 20/09/2024 Put
 

Master data

WKN: SV6QT7
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 20/09/2024
Issue date: 24/05/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -29.60
Leverage: Yes

Calculated values

Fair value: 0.36
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -0.54
Time value: 0.52
Break-even: 143.34
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 1.96%
Delta: -0.34
Theta: -0.02
Omega: -9.94
Rho: -0.21
 

Quote data

Open: 0.490
High: 0.520
Low: 0.490
Previous Close: 0.530
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -35.44%
1 Month
  -49.00%
3 Months
  -63.57%
YTD
  -67.52%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.510
1M High / 1M Low: 1.070 0.510
6M High / 6M Low: 2.130 0.510
High (YTD): 18/01/2024 2.090
Low (YTD): 10/05/2024 0.510
52W High: - -
52W Low: - -
Avg. price 1W:   0.600
Avg. volume 1W:   0.000
Avg. price 1M:   0.772
Avg. volume 1M:   0.000
Avg. price 6M:   1.407
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.61%
Volatility 6M:   110.75%
Volatility 1Y:   -
Volatility 3Y:   -