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Soc. Generale Call 130 CVX 17.01..../  DE000SV194D9  /

Frankfurt Zert./SG
2024-06-24  9:55:02 AM Chg.-0.100 Bid10:20:17 AM Ask10:20:17 AM Underlying Strike price Expiration date Option type
2.690EUR -3.58% 2.720
Bid Size: 2,000		 2.780
Ask Size: 2,000		 Chevron Corporation 130.00 USD 2025-01-17 Call
 

Master data

WKN: SV194D
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 2025-01-17
Issue date: 2023-03-17
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.38
Leverage: Yes

Calculated values

Fair value: 2.67
Intrinsic value: 2.37
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 2.37
Time value: 0.33
Break-even: 148.63
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.04
Spread abs.: 0.01
Spread %: 0.37%
Delta: 0.92
Theta: -0.02
Omega: 4.93
Rho: 0.60
 

Quote data

Open: 2.650
High: 2.690
Low: 2.650
Previous Close: 2.790
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+5.49%
1 Month
  -7.56%
3 Months
  -0.74%
YTD  
+6.32%
1 Year
  -12.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.790 2.510
1M High / 1M Low: 3.220 2.480
6M High / 6M Low: 3.650 1.940
High (YTD): 2024-04-29 3.650
Low (YTD): 2024-01-23 1.940
52W High: 2023-09-27 4.600
52W Low: 2024-01-23 1.940
Avg. price 1W:   2.632
Avg. volume 1W:   0.000
Avg. price 1M:   2.754
Avg. volume 1M:   0.000
Avg. price 6M:   2.790
Avg. volume 6M:   0.000
Avg. price 1Y:   3.068
Avg. volume 1Y:   3.150
Volatility 1M:   88.45%
Volatility 6M:   75.74%
Volatility 1Y:   75.99%
Volatility 3Y:   -