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

EUWAX
09/07/2024  08:55:33 Chg.+0.010 Bid13:16:50 Ask13:16:50 Underlying Strike price Expiration date Option type
0.200EUR +5.26% 0.190
Bid Size: 10,000		 0.200
Ask Size: 10,000		 Chevron Corporation 180.00 USD 17/01/2025 Call
 

Master data

WKN: SQ86UN
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 180.00 USD
Maturity: 17/01/2025
Issue date: 16/02/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.85
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.37
Time value: 0.21
Break-even: 168.29
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.37
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.20
Theta: -0.02
Omega: 13.28
Rho: 0.14
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.190
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month
  -31.03%
3 Months
  -64.91%
YTD
  -60.00%
1 Year
  -80.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.190
1M High / 1M Low: 0.310 0.190
6M High / 6M Low: 0.700 0.190
High (YTD): 29/04/2024 0.700
Low (YTD): 08/07/2024 0.190
52W High: 27/09/2023 1.680
52W Low: 08/07/2024 0.190
Avg. price 1W:   0.242
Avg. volume 1W:   0.000
Avg. price 1M:   0.251
Avg. volume 1M:   0.000
Avg. price 6M:   0.412
Avg. volume 6M:   0.000
Avg. price 1Y:   0.699
Avg. volume 1Y:   0.000
Volatility 1M:   207.78%
Volatility 6M:   165.13%
Volatility 1Y:   148.01%
Volatility 3Y:   -