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Soc. Generale Call 190 CVX 16.01..../  DE000SU5EJ88  /

EUWAX
2024-09-26  9:48:45 AM Chg.-0.050 Bid4:45:18 PM Ask4:45:18 PM Underlying Strike price Expiration date Option type
0.250EUR -16.67% 0.250
Bid Size: 225,000		 0.260
Ask Size: 225,000		 Chevron Corporation 190.00 USD 2026-01-16 Call
 

Master data

WKN: SU5EJ8
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2026-01-16
Issue date: 2023-12-07
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 47.91
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -4.14
Time value: 0.27
Break-even: 173.41
Moneyness: 0.76
Premium: 0.34
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.18
Theta: -0.01
Omega: 8.82
Rho: 0.28
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.300
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -34.21%
3 Months
  -67.53%
YTD
  -71.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.280
1M High / 1M Low: 0.380 0.230
6M High / 6M Low: 1.210 0.230
High (YTD): 2024-04-30 1.210
Low (YTD): 2024-09-13 0.230
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.296
Avg. volume 1M:   0.000
Avg. price 6M:   0.684
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   126.12%
Volatility 6M:   124.50%
Volatility 1Y:   -
Volatility 3Y:   -