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Soc. Generale Put 160 CVX 21.06.2.../  DE000SQ6K9Y5  /

EUWAX
5/24/2024  8:25:33 AM Chg.+0.020 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.430EUR +4.88% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 160.00 USD 6/21/2024 Put
 

Master data

WKN: SQ6K9Y
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 160.00 USD
Maturity: 6/21/2024
Issue date: 12/20/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -36.36
Leverage: Yes

Calculated values

Fair value: 0.38
Intrinsic value: 0.21
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.21
Time value: 0.19
Break-even: 143.51
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 2.56%
Delta: -0.57
Theta: -0.05
Omega: -20.88
Rho: -0.06
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+115.00%
1 Month  
+22.86%
3 Months
  -51.69%
YTD
  -68.84%
1 Year
  -77.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.200
1M High / 1M Low: 0.460 0.190
6M High / 6M Low: 1.960 0.190
High (YTD): 1/19/2024 1.940
Low (YTD): 5/10/2024 0.190
52W High: 11/9/2023 2.080
52W Low: 5/10/2024 0.190
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.306
Avg. volume 1M:   0.000
Avg. price 6M:   1.057
Avg. volume 6M:   0.000
Avg. price 1Y:   1.231
Avg. volume 1Y:   0.000
Volatility 1M:   375.97%
Volatility 6M:   192.24%
Volatility 1Y:   156.91%
Volatility 3Y:   -