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Soc. Generale Call 220 CVX 20.12..../  DE000SW35K17  /

Frankfurt Zert./SG
2024-05-24  9:38:47 PM Chg.-0.001 Bid9:58:02 PM Ask9:58:02 PM Underlying Strike price Expiration date Option type
0.026EUR -3.70% 0.026
Bid Size: 10,000		 0.036
Ask Size: 10,000		 Chevron Corporation 220.00 USD 2024-12-20 Call
 

Master data

WKN: SW35K1
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 220.00 USD
Maturity: 2024-12-20
Issue date: 2023-09-29
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 403.98
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -5.74
Time value: 0.04
Break-even: 203.18
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 0.79
Spread abs.: 0.01
Spread %: 38.46%
Delta: 0.04
Theta: -0.01
Omega: 15.70
Rho: 0.03
 

Quote data

Open: 0.024
High: 0.028
Low: 0.024
Previous Close: 0.027
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -40.91%
1 Month
  -70.45%
3 Months
  -60.61%
YTD
  -70.45%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.026
1M High / 1M Low: 0.088 0.026
6M High / 6M Low: 0.110 0.026
High (YTD): 2024-01-03 0.110
Low (YTD): 2024-05-24 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.065
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   165.09%
Volatility 6M:   227.37%
Volatility 1Y:   -
Volatility 3Y:   -