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Soc. Generale Put 160 CVX 20.09.2.../  DE000SV6QT71  /

Frankfurt Zert./SG
5/24/2024  9:48:27 PM Chg.-0.040 Bid9:58:00 PM Ask9:58:00 PM Underlying Strike price Expiration date Option type
0.720EUR -5.26% 0.710
Bid Size: 6,000		 0.720
Ask Size: 6,000		 Chevron Corporation 160.00 USD 9/20/2024 Put
 

Master data

WKN: SV6QT7
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 9/20/2024
Issue date: 5/24/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -20.20
Leverage: Yes

Calculated values

Fair value: 0.61
Intrinsic value: 0.21
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 0.21
Time value: 0.51
Break-even: 140.31
Moneyness: 1.01
Premium: 0.04
Premium p.a.: 0.11
Spread abs.: 0.01
Spread %: 1.41%
Delta: -0.48
Theta: -0.02
Omega: -9.73
Rho: -0.25
 

Quote data

Open: 0.750
High: 0.750
Low: 0.690
Previous Close: 0.760
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+35.85%
1 Month  
+20.00%
3 Months
  -37.39%
YTD
  -54.14%
1 Year
  -65.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.570
1M High / 1M Low: 0.790 0.510
6M High / 6M Low: 2.120 0.510
High (YTD): 1/18/2024 2.090
Low (YTD): 5/10/2024 0.510
52W High: 11/9/2023 2.270
52W Low: 5/10/2024 0.510
Avg. price 1W:   0.678
Avg. volume 1W:   0.000
Avg. price 1M:   0.637
Avg. volume 1M:   0.000
Avg. price 6M:   1.298
Avg. volume 6M:   0.000
Avg. price 1Y:   1.442
Avg. volume 1Y:   0.000
Volatility 1M:   156.08%
Volatility 6M:   116.36%
Volatility 1Y:   106.74%
Volatility 3Y:   -