Soc. Generale Call 140 CVX 17.01.2025
/ DE000SV1BZD9
Soc. Generale Call 140 CVX 17.01..../ DE000SV1BZD9 /
| 2024-06-20 4:32:00 PM |
Chg.+0.170 |
Bid5:46:31 PM |
Ask5:46:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
+9.39% |
1.970
Bid Size: 90,000 |
1.980
Ask Size: 90,000 |
Chevron Corporation |
140.00 USD |
2025-01-17 |
Call |
Master data
| WKN: |
SV1BZD |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 USD |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-02-21 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.24 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
1.24 |
| Time value: |
0.59 |
| Break-even: |
148.57 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.04 |
| Spread %: |
2.23% |
| Delta: |
0.78 |
| Theta: |
-0.03 |
| Omega: |
6.07 |
| Rho: |
0.54 |
Quote data
| Open: |
1.780 |
| High: |
1.980 |
| Low: |
1.780 |
| Previous Close: |
1.810 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.39% |
| 1 Month |
|
|
-19.51% |
| 3 Months |
|
|
-6.16% |
| YTD |
|
|
+1.54% |
| 1 Year |
|
|
-25.56% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.820 |
1.760 |
| 1M High / 1M Low: |
2.460 |
1.750 |
| 6M High / 6M Low: |
2.910 |
1.420 |
| High (YTD): |
2024-04-26 |
2.910 |
| Low (YTD): |
2024-01-23 |
1.420 |
| 52W High: |
2023-09-27 |
3.910 |
| 52W Low: |
2024-01-23 |
1.420 |
| Avg. price 1W: |
|
1.796 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.059 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.115 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
2.438 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
92.98% |
| Volatility 6M: |
|
86.35% |
| Volatility 1Y: |
|
86.49% |
| Volatility 3Y: |
|
- |
