Soc. Generale Call 150 CVX 17.01.2025
/ DE000SQ86UK9
Soc. Generale Call 150 CVX 17.01..../ DE000SQ86UK9 /
5/27/2024 9:37:27 PM |
Chg.-0.010 |
Bid9:58:11 PM |
Ask9:58:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.500EUR |
-0.66% |
1.500 Bid Size: 5,000 |
1.540 Ask Size: 5,000 |
Chevron Corporation |
150.00 USD |
1/17/2025 |
Call |
Master data
WKN: |
SQ86UK |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Chevron Corporation |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
1/17/2025 |
Issue date: |
2/16/2023 |
Last trading day: |
1/16/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.44 |
Intrinsic value: |
0.71 |
Implied volatility: |
0.20 |
Historic volatility: |
0.18 |
Parity: |
0.71 |
Time value: |
0.82 |
Break-even: |
153.59 |
Moneyness: |
1.05 |
Premium: |
0.06 |
Premium p.a.: |
0.09 |
Spread abs.: |
0.01 |
Spread %: |
0.66% |
Delta: |
0.71 |
Theta: |
-0.03 |
Omega: |
6.71 |
Rho: |
0.56 |
Quote data
Open: |
1.500 |
High: |
1.550 |
Low: |
1.500 |
Previous Close: |
1.510 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-14.77% |
1 Month |
|
|
-31.51% |
3 Months |
|
|
+4.90% |
YTD |
|
|
+3.45% |
1 Year |
|
|
-38.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.760 |
1.480 |
1M High / 1M Low: |
2.180 |
1.480 |
6M High / 6M Low: |
2.190 |
0.990 |
High (YTD): |
4/26/2024 |
2.190 |
Low (YTD): |
1/23/2024 |
0.990 |
52W High: |
9/27/2023 |
3.240 |
52W Low: |
1/23/2024 |
0.990 |
Avg. price 1W: |
|
1.594 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.813 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.529 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.953 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
89.58% |
Volatility 6M: |
|
99.48% |
Volatility 1Y: |
|
95.92% |
Volatility 3Y: |
|
- |