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Soc. Generale Call 200 CVX 16.01..../  DE000SU53NR1  /

Frankfurt Zert./SG
2024-07-08  6:59:03 PM Chg.0.000 Bid7:09:17 PM Ask7:09:17 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.430
Bid Size: 150,000		 0.440
Ask Size: 150,000		 Chevron Corporation 200.00 USD 2026-01-16 Call
 

Master data

WKN: SU53NR
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-20
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.68
Leverage: Yes

Calculated values

Fair value: 0.34
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -4.22
Time value: 0.45
Break-even: 189.24
Moneyness: 0.77
Premium: 0.33
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.27%
Delta: 0.24
Theta: -0.01
Omega: 7.68
Rho: 0.46
 

Quote data

Open: 0.430
High: 0.450
Low: 0.420
Previous Close: 0.440
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -16.98%
1 Month
  -22.81%
3 Months
  -45.68%
YTD
  -38.03%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.530 0.440
1M High / 1M Low: 0.580 0.440
6M High / 6M Low: 0.960 0.440
High (YTD): 2024-04-29 0.960
Low (YTD): 2024-07-05 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.509
Avg. volume 1M:   0.000
Avg. price 6M:   0.652
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.91%
Volatility 6M:   105.07%
Volatility 1Y:   -
Volatility 3Y:   -