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Soc. Generale Call 155 CVX 19.12..../  DE000SU53SS8  /

Frankfurt Zert./SG
6/24/2024  5:26:08 PM Chg.+0.160 Bid6:11:17 PM Ask6:11:17 PM Underlying Strike price Expiration date Option type
1.930EUR +9.04% 1.940
Bid Size: 100,000		 1.960
Ask Size: 100,000		 Chevron Corporation 155.00 USD 12/19/2025 Call
 

Master data

WKN: SU53SS
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 155.00 USD
Maturity: 12/19/2025
Issue date: 12/20/2023
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.16
Leverage: Yes

Calculated values

Fair value: 1.68
Intrinsic value: 0.03
Implied volatility: 0.20
Historic volatility: 0.18
Parity: 0.03
Time value: 1.75
Break-even: 162.83
Moneyness: 1.00
Premium: 0.12
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.64
Theta: -0.02
Omega: 5.20
Rho: 1.11
 

Quote data

Open: 1.740
High: 1.930
Low: 1.740
Previous Close: 1.770
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.88%
1 Month
  -1.53%
3 Months  
+4.89%
YTD  
+6.63%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.790 1.630
1M High / 1M Low: 2.150 1.620
6M High / 6M Low: 2.590 1.370
High (YTD): 4/29/2024 2.590
Low (YTD): 1/23/2024 1.370
52W High: - -
52W Low: - -
Avg. price 1W:   1.704
Avg. volume 1W:   0.000
Avg. price 1M:   1.830
Avg. volume 1M:   0.000
Avg. price 6M:   1.928
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   87.76%
Volatility 6M:   78.90%
Volatility 1Y:   -
Volatility 3Y:   -