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Soc. Generale Call 165 CVX 17.01..../  DE000SU2W9J8  /

Frankfurt Zert./SG
2024-08-05  9:40:09 PM Chg.-0.040 Bid9:58:06 PM Ask9:58:06 PM Underlying Strike price Expiration date Option type
0.320EUR -11.11% 0.330
Bid Size: 9,100		 0.340
Ask Size: 9,100		 Chevron Corporation 165.00 USD 2025-01-17 Call
 

Master data

WKN: SU2W9J
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2025-01-17
Issue date: 2023-11-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.80
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -1.51
Time value: 0.37
Break-even: 154.92
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 2.78%
Delta: 0.30
Theta: -0.03
Omega: 11.20
Rho: 0.17
 

Quote data

Open: 0.340
High: 0.360
Low: 0.280
Previous Close: 0.360
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -44.83%
1 Month
  -37.25%
3 Months
  -66.32%
YTD
  -64.04%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.750 0.360
1M High / 1M Low: 0.840 0.360
6M High / 6M Low: 1.340 0.360
High (YTD): 2024-04-26 1.340
Low (YTD): 2024-08-02 0.360
52W High: - -
52W Low: - -
Avg. price 1W:   0.580
Avg. volume 1W:   0.000
Avg. price 1M:   0.597
Avg. volume 1M:   0.000
Avg. price 6M:   0.826
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   264.80%
Volatility 6M:   159.12%
Volatility 1Y:   -
Volatility 3Y:   -