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Soc. Generale Call 140 CVX 20.03..../  DE000SU5X345  /

Frankfurt Zert./SG
9/26/2024  9:59:56 AM Chg.-0.050 Bid10:03:28 AM Ask10:03:28 AM Underlying Strike price Expiration date Option type
1.550EUR -3.13% 1.500
Bid Size: 4,000		 1.550
Ask Size: 4,000		 Chevron Corporation 140.00 USD 3/20/2026 Call
 

Master data

WKN: SU5X34
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 3/20/2026
Issue date: 12/18/2023
Last trading day: 3/19/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.98
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 0.36
Implied volatility: 0.18
Historic volatility: 0.18
Parity: 0.36
Time value: 1.26
Break-even: 141.99
Moneyness: 1.03
Premium: 0.10
Premium p.a.: 0.07
Spread abs.: 0.01
Spread %: 0.62%
Delta: 0.68
Theta: -0.02
Omega: 5.43
Rho: 1.06
 

Quote data

Open: 1.550
High: 1.550
Low: 1.550
Previous Close: 1.600
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -9.88%
1 Month
  -20.92%
3 Months
  -42.59%
YTD
  -39.69%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.810 1.600
1M High / 1M Low: 1.960 1.390
6M High / 6M Low: 3.560 1.390
High (YTD): 4/29/2024 3.560
Low (YTD): 9/11/2024 1.390
52W High: - -
52W Low: - -
Avg. price 1W:   1.728
Avg. volume 1W:   0.000
Avg. price 1M:   1.663
Avg. volume 1M:   0.000
Avg. price 6M:   2.542
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   97.22%
Volatility 6M:   77.66%
Volatility 1Y:   -
Volatility 3Y:   -