Soc. Generale Call 130 CVX 17.01.2025
/ DE000SV194D9
Soc. Generale Call 130 CVX 17.01..../ DE000SV194D9 /
| 2024-05-24 9:42:57 PM |
Chg.+0.040 |
Bid9:59:07 PM |
Ask9:59:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.910EUR |
+1.39% |
2.920
Bid Size: 4,000 |
2.930
Ask Size: 4,000 |
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: |
4.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.91 |
| Intrinsic value: |
2.56 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
2.56 |
| Time value: |
0.37 |
| Break-even: |
149.15 |
| Moneyness: |
1.21 |
| Premium: |
0.03 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.01 |
| Spread %: |
0.34% |
| Delta: |
0.93 |
| Theta: |
-0.02 |
| Omega: |
4.60 |
| Rho: |
0.69 |
Quote data
| Open: |
2.840 |
| High: |
2.960 |
| Low: |
2.840 |
| Previous Close: |
2.870 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.87% |
| 1 Month |
|
|
-20.27% |
| 3 Months |
|
|
+2.11% |
| YTD |
|
|
+15.02% |
| 1 Year |
|
|
-16.62% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.220 |
2.870 |
| 1M High / 1M Low: |
3.650 |
2.870 |
| 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: |
|
3.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.269 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.730 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.128 |
| Avg. volume 1Y: |
|
3.137 |
| Volatility 1M: |
|
60.53% |
| Volatility 6M: |
|
72.34% |
| Volatility 1Y: |
|
74.42% |
| Volatility 3Y: |
|
- |
