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Soc. Generale Call 140 CVX 20.09..../  DE000SV1BZC1  /

Frankfurt Zert./SG
5/24/2024  9:40:22 PM Chg.+0.050 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
1.920EUR +2.67% 1.920
Bid Size: 4,000		 1.930
Ask Size: 4,000		 Chevron Corporation 140.00 USD 9/20/2024 Call
 

Master data

WKN: SV1BZC
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 9/20/2024
Issue date: 2/21/2023
Last trading day: 9/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.54
Leverage: Yes

Calculated values

Fair value: 1.86
Intrinsic value: 1.64
Implied volatility: 0.22
Historic volatility: 0.18
Parity: 1.64
Time value: 0.29
Break-even: 148.37
Moneyness: 1.13
Premium: 0.02
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 0.52%
Delta: 0.86
Theta: -0.03
Omega: 6.51
Rho: 0.34
 

Quote data

Open: 1.840
High: 1.970
Low: 1.840
Previous Close: 1.870
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -26.72%
3 Months
  -0.52%
YTD  
+12.28%
1 Year
  -29.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.230 1.870
1M High / 1M Low: 2.640 1.870
6M High / 6M Low: 2.640 1.170
High (YTD): 4/29/2024 2.640
Low (YTD): 1/23/2024 1.170
52W High: 9/27/2023 3.680
52W Low: 1/23/2024 1.170
Avg. price 1W:   2.020
Avg. volume 1W:   0.000
Avg. price 1M:   2.268
Avg. volume 1M:   0.000
Avg. price 6M:   1.831
Avg. volume 6M:   0.000
Avg. price 1Y:   2.264
Avg. volume 1Y:   0.000
Volatility 1M:   84.24%
Volatility 6M:   101.77%
Volatility 1Y:   98.48%
Volatility 3Y:   -