Soc. Generale Call 130 CVX 17.01.2025
/ DE000SV194D9
Soc. Generale Call 130 CVX 17.01..../ DE000SV194D9 /
| 6/21/2024 9:39:41 PM |
Chg.+0.010 |
Bid9:59:54 PM |
Ask9:59:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.790EUR |
+0.36% |
2.690
Bid Size: 2,000 |
2.700
Ask Size: 2,000 |
Chevron Corporation |
130.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SV194D |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
3/17/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.38 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.67 |
| Intrinsic value: |
2.36 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
2.36 |
| Time value: |
0.34 |
| Break-even: |
148.58 |
| 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: |
4.94 |
| Rho: |
0.61 |
Quote data
| Open: |
2.750 |
| High: |
2.880 |
| Low: |
2.720 |
| Previous Close: |
2.780 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.50% |
| 1 Month |
|
|
-2.79% |
| 3 Months |
|
|
+2.95% |
| YTD |
|
|
+10.28% |
| 1 Year |
|
|
-9.12% |
| 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): |
4/29/2024 |
3.650 |
| Low (YTD): |
1/23/2024 |
1.940 |
| 52W High: |
9/27/2023 |
4.600 |
| 52W Low: |
1/23/2024 |
1.940 |
| Avg. price 1W: |
|
2.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.790 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
3.068 |
| Avg. volume 1Y: |
|
3.137 |
| Volatility 1M: |
|
86.36% |
| Volatility 6M: |
|
75.74% |
| Volatility 1Y: |
|
76.17% |
| Volatility 3Y: |
|
- |
