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

EUWAX
24/06/2024  08:53:50 Chg.-0.020 Bid18:54:49 Ask18:54:49 Underlying Strike price Expiration date Option type
0.240EUR -7.69% 0.310
Bid Size: 200,000		 0.320
Ask Size: 200,000		 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: 55.88
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.31
Time value: 0.26
Break-even: 171.02
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.33
Spread abs.: 0.01
Spread %: 4.00%
Delta: 0.22
Theta: -0.02
Omega: 12.37
Rho: 0.17
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.260
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -27.27%
3 Months
  -40.00%
YTD
  -52.00%
1 Year
  -74.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.260 0.210
1M High / 1M Low: 0.450 0.210
6M High / 6M Low: 0.700 0.210
High (YTD): 29/04/2024 0.700
Low (YTD): 19/06/2024 0.210
52W High: 27/09/2023 1.680
52W Low: 19/06/2024 0.210
Avg. price 1W:   0.224
Avg. volume 1W:   0.000
Avg. price 1M:   0.290
Avg. volume 1M:   0.000
Avg. price 6M:   0.432
Avg. volume 6M:   0.000
Avg. price 1Y:   0.732
Avg. volume 1Y:   0.000
Volatility 1M:   210.04%
Volatility 6M:   157.16%
Volatility 1Y:   142.43%
Volatility 3Y:   -