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Soc. Generale Call 185 CVX 20.03..../  DE000SU5W9F3  /

EUWAX
9/26/2024  9:34:59 AM Chg.-0.080 Bid4:37:16 PM Ask4:37:16 PM Underlying Strike price Expiration date Option type
0.350EUR -18.60% 0.350
Bid Size: 175,000		 0.360
Ask Size: 175,000		 Chevron Corporation 185.00 USD 3/20/2026 Call
 

Master data

WKN: SU5W9F
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 185.00 USD
Maturity: 3/20/2026
Issue date: 12/18/2023
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.04
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -3.69
Time value: 0.38
Break-even: 170.02
Moneyness: 0.78
Premium: 0.31
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 2.70%
Delta: 0.24
Theta: -0.01
Omega: 8.01
Rho: 0.39
 

Quote data

Open: 0.350
High: 0.350
Low: 0.350
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.63%
1 Month
  -31.37%
3 Months
  -61.96%
YTD
  -66.67%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.400
1M High / 1M Low: 0.520 0.330
6M High / 6M Low: 1.470 0.330
High (YTD): 4/30/2024 1.470
Low (YTD): 9/13/2024 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.422
Avg. volume 1W:   0.000
Avg. price 1M:   0.415
Avg. volume 1M:   0.000
Avg. price 6M:   0.878
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   120.73%
Volatility 6M:   118.03%
Volatility 1Y:   -
Volatility 3Y:   -