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Soc. Generale Put 180 CVX 20.09.2.../  DE000SW38XU1  /

Frankfurt Zert./SG
2024-05-10  9:44:54 PM Chg.-0.040 Bid9:59:51 PM Ask9:59:51 PM Underlying Strike price Expiration date Option type
1.570EUR -2.48% 1.580
Bid Size: 4,000		 1.590
Ask Size: 4,000		 Chevron Corporation 180.00 USD 2024-09-20 Put
 

Master data

WKN: SW38XU
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 180.00 USD
Maturity: 2024-09-20
Issue date: 2023-10-03
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -9.62
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.32
Implied volatility: 0.25
Historic volatility: 0.18
Parity: 1.32
Time value: 0.28
Break-even: 151.11
Moneyness: 1.09
Premium: 0.02
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.63%
Delta: -0.65
Theta: -0.02
Omega: -6.21
Rho: -0.42
 

Quote data

Open: 1.540
High: 1.640
Low: 1.520
Previous Close: 1.610
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.79%
1 Month
  -30.53%
3 Months
  -43.73%
YTD
  -45.10%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.890 1.570
1M High / 1M Low: 2.420 1.570
6M High / 6M Low: 3.610 1.570
High (YTD): 2024-01-19 3.610
Low (YTD): 2024-05-10 1.570
52W High: - -
52W Low: - -
Avg. price 1W:   1.744
Avg. volume 1W:   0.000
Avg. price 1M:   1.960
Avg. volume 1M:   0.000
Avg. price 6M:   2.742
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.49%
Volatility 6M:   80.61%
Volatility 1Y:   -
Volatility 3Y:   -