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Soc. Generale Call 200 CVX 20.03..../  DE000SU5XVM5  /

EUWAX
26/09/2024  09:35:05 Chg.-0.060 Bid17:58:00 Ask17:58:00 Underlying Strike price Expiration date Option type
0.210EUR -22.22% 0.220
Bid Size: 225,000		 0.230
Ask Size: 225,000		 Chevron Corporation 200.00 USD 20/03/2026 Call
 

Master data

WKN: SU5XVM
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 20/03/2026
Issue date: 18/12/2023
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 53.90
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -5.03
Time value: 0.24
Break-even: 182.10
Moneyness: 0.72
Premium: 0.41
Premium p.a.: 0.26
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.16
Theta: -0.01
Omega: 8.55
Rho: 0.27
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.270
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month
  -34.38%
3 Months
  -65.57%
YTD
  -72.73%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.240
1M High / 1M Low: 0.320 0.200
6M High / 6M Low: 1.050 0.200
High (YTD): 30/04/2024 1.050
Low (YTD): 13/09/2024 0.200
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.595
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   136.40%
Volatility 6M:   126.17%
Volatility 1Y:   -
Volatility 3Y:   -