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Soc. Generale Put 200 CVX 21.06.2.../  DE000SQ6X9R4  /

EUWAX
2024-05-24  8:14:46 AM Chg.+0.01 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.90EUR +0.26% -
Bid Size: -		 -
Ask Size: -		 Chevron Corporation 200.00 USD 2024-06-21 Put
 

Master data

WKN: SQ6X9R
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Put
Strike price: 200.00 USD
Maturity: 2024-06-21
Issue date: 2023-01-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -3.73
Leverage: Yes

Calculated values

Fair value: 3.90
Intrinsic value: 3.90
Implied volatility: 0.54
Historic volatility: 0.18
Parity: 3.90
Time value: 0.00
Break-even: 145.38
Moneyness: 1.27
Premium: 0.00
Premium p.a.: 0.00
Spread abs.: 0.01
Spread %: 0.26%
Delta: -0.94
Theta: -0.03
Omega: -3.49
Rho: -0.13
 

Quote data

Open: 3.90
High: 3.90
Low: 3.90
Previous Close: 3.89
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.43%
1 Month  
+17.82%
3 Months
  -5.11%
YTD
  -11.76%
1 Year
  -11.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.90 3.35
1M High / 1M Low: 3.90 3.19
6M High / 6M Low: 5.47 3.19
High (YTD): 2024-01-18 5.47
Low (YTD): 2024-04-30 3.19
52W High: 2023-11-09 5.49
52W Low: 2023-09-27 3.01
Avg. price 1W:   3.65
Avg. volume 1W:   0.00
Avg. price 1M:   3.49
Avg. volume 1M:   0.00
Avg. price 6M:   4.28
Avg. volume 6M:   0.00
Avg. price 1Y:   4.14
Avg. volume 1Y:   0.00
Volatility 1M:   79.27%
Volatility 6M:   63.78%
Volatility 1Y:   68.15%
Volatility 3Y:   -