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

Frankfurt Zert./SG
25/09/2024  15:37:16 Chg.-0.060 Bid16:00:54 Ask16:00:54 Underlying Strike price Expiration date Option type
1.750EUR -3.31% 1.700
Bid Size: 90,000		 1.710
Ask Size: 90,000		 Chevron Corporation 130.00 USD 17/01/2025 Call
 

Master data

WKN: SV194D
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 17/01/2025
Issue date: 17/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.28
Leverage: Yes

Calculated values

Fair value: 1.73
Intrinsic value: 1.56
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 1.56
Time value: 0.25
Break-even: 134.27
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.56%
Delta: 0.86
Theta: -0.03
Omega: 6.28
Rho: 0.30
 

Quote data

Open: 1.760
High: 1.810
Low: 1.740
Previous Close: 1.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.70%
1 Month
  -7.41%
3 Months
  -40.88%
YTD
  -30.83%
1 Year
  -59.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.610
1M High / 1M Low: 1.980 1.230
6M High / 6M Low: 3.650 1.230
High (YTD): 29/04/2024 3.650
Low (YTD): 10/09/2024 1.230
52W High: 27/09/2023 4.600
52W Low: 10/09/2024 1.230
Avg. price 1W:   1.718
Avg. volume 1W:   0.000
Avg. price 1M:   1.601
Avg. volume 1M:   0.000
Avg. price 6M:   2.577
Avg. volume 6M:   0.000
Avg. price 1Y:   2.670
Avg. volume 1Y:   3.125
Volatility 1M:   124.34%
Volatility 6M:   91.68%
Volatility 1Y:   89.01%
Volatility 3Y:   -