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Soc. Generale Call 150 CVX 17.01..../  DE000SQ86UK9  /

Frankfurt Zert./SG
2024-05-28  6:09:55 PM Chg.+0.120 Bid6:19:54 PM Ask6:19:54 PM Underlying Strike price Expiration date Option type
1.620EUR +8.00% 1.600
Bid Size: 100,000		 1.610
Ask Size: 100,000		 Chevron Corporation 150.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86UK
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 150.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.49
Leverage: Yes

Calculated values

Fair value: 1.43
Intrinsic value: 0.71
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.71
Time value: 0.82
Break-even: 153.40
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 0.66%
Delta: 0.70
Theta: -0.03
Omega: 6.69
Rho: 0.56
 

Quote data

Open: 1.500
High: 1.620
Low: 1.500
Previous Close: 1.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -4.71%
1 Month
  -26.03%
3 Months  
+12.50%
YTD  
+11.72%
1 Year
  -33.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.700 1.480
1M High / 1M Low: 2.180 1.480
6M High / 6M Low: 2.190 0.990
High (YTD): 2024-04-26 2.190
Low (YTD): 2024-01-23 0.990
52W High: 2023-09-27 3.240
52W Low: 2024-01-23 0.990
Avg. price 1W:   1.542
Avg. volume 1W:   0.000
Avg. price 1M:   1.798
Avg. volume 1M:   0.000
Avg. price 6M:   1.530
Avg. volume 6M:   0.000
Avg. price 1Y:   1.952
Avg. volume 1Y:   0.000
Volatility 1M:   87.28%
Volatility 6M:   99.37%
Volatility 1Y:   95.74%
Volatility 3Y:   -