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Soc. Generale Call 140 CVX 20.12..../  DE000SV455C6  /

Frankfurt Zert./SG
2024-09-20  9:51:32 PM Chg.0.000 Bid9:59:57 PM Ask9:59:57 PM Underlying Strike price Expiration date Option type
0.930EUR 0.00% 0.940
Bid Size: 3,200		 0.950
Ask Size: 3,200		 Chevron Corporation 140.00 USD 2024-12-20 Call
 

Master data

WKN: SV455C
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2024-12-20
Issue date: 2023-05-09
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 13.74
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.51
Implied volatility: 0.24
Historic volatility: 0.18
Parity: 0.51
Time value: 0.44
Break-even: 134.91
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.01
Spread %: 1.06%
Delta: 0.68
Theta: -0.04
Omega: 9.35
Rho: 0.20
 

Quote data

Open: 0.890
High: 0.930
Low: 0.870
Previous Close: 0.930
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+29.17%
1 Month
  -13.89%
3 Months
  -52.55%
YTD
  -50.53%
1 Year
  -73.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.930 0.760
1M High / 1M Low: 1.210 0.610
6M High / 6M Low: 2.830 0.610
High (YTD): 2024-04-26 2.830
Low (YTD): 2024-09-11 0.610
52W High: 2023-09-27 3.850
52W Low: 2024-09-11 0.610
Avg. price 1W:   0.866
Avg. volume 1W:   0.000
Avg. price 1M:   0.902
Avg. volume 1M:   0.000
Avg. price 6M:   1.817
Avg. volume 6M:   0.000
Avg. price 1Y:   1.967
Avg. volume 1Y:   0.000
Volatility 1M:   167.42%
Volatility 6M:   118.24%
Volatility 1Y:   110.64%
Volatility 3Y:   -