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

Frankfurt Zert./SG
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:   -