Soc. Generale Call 220 CVX 19.06..../  DE000SW98J06  /

Frankfurt Zert./SG
8/2/2024  9:36:39 PM Chg.-0.050 Bid9:58:04 PM Ask9:58:04 PM Underlying Strike price Expiration date Option type
0.260EUR -16.13% 0.260
Bid Size: 10,000
0.270
Ask Size: 10,000
Chevron Corporation 220.00 USD 6/19/2026 Call
 

Master data

WKN: SW98J0
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 6/19/2026
Issue date: 5/10/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 50.42
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -6.55
Time value: 0.27
Break-even: 204.33
Moneyness: 0.68
Premium: 0.50
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.15
Theta: -0.01
Omega: 7.74
Rho: 0.34
 

Quote data

Open: 0.310
High: 0.320
Low: 0.230
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -31.58%
1 Month
  -31.58%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.260
1M High / 1M Low: 0.440 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.352
Avg. volume 1W:   0.000
Avg. price 1M:   0.363
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   172.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -