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

Frankfurt Zert./SG
6/17/2024  12:19:45 PM Chg.-0.040 Bid6/17/2024 Ask6/17/2024 Underlying Strike price Expiration date Option type
2.440EUR -1.61% 2.440
Bid Size: 2,000		 2.490
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: 5.73
Leverage: Yes

Calculated values

Fair value: 2.45
Intrinsic value: 2.11
Implied volatility: 0.21
Historic volatility: 0.18
Parity: 2.11
Time value: 0.38
Break-even: 146.37
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.01
Spread %: 0.40%
Delta: 0.89
Theta: -0.02
Omega: 5.10
Rho: 0.60
 

Quote data

Open: 2.450
High: 2.470
Low: 2.440
Previous Close: 2.480
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -14.39%
1 Month
  -26.95%
3 Months
  -13.48%
YTD
  -3.56%
1 Year
  -31.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.850 2.480
1M High / 1M Low: 3.340 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:   2.626
Avg. volume 1W:   0.000
Avg. price 1M:   2.865
Avg. volume 1M:   0.000
Avg. price 6M:   2.790
Avg. volume 6M:   0.000
Avg. price 1Y:   3.081
Avg. volume 1Y:   3.150
Volatility 1M:   83.16%
Volatility 6M:   74.20%
Volatility 1Y:   76.17%
Volatility 3Y:   -