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Soc. Generale Call 160 CHV 19.09..../  DE000SV7HX75  /

EUWAX
2024-09-25  9:27:48 AM Chg.-0.060 Bid8:40:32 PM Ask8:40:32 PM Underlying Strike price Expiration date Option type
0.670EUR -8.22% 0.580
Bid Size: 150,000		 0.590
Ask Size: 150,000		 CHEVRON CORP. D... 160.00 - 2025-09-19 Call
 

Master data

WKN: SV7HX7
Issuer: Société Générale
Currency: EUR
Underlying: CHEVRON CORP. DL-,75
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2025-09-19
Issue date: 2023-06-15
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 18.82
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -2.82
Time value: 0.70
Break-even: 167.00
Moneyness: 0.82
Premium: 0.27
Premium p.a.: 0.27
Spread abs.: 0.01
Spread %: 1.45%
Delta: 0.33
Theta: -0.02
Omega: 6.25
Rho: 0.36
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.730
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.56%
1 Month
  -14.10%
3 Months
  -57.05%
YTD
  -54.73%
1 Year
  -77.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.730 0.590
1M High / 1M Low: 0.830 0.500
6M High / 6M Low: 2.120 0.500
High (YTD): 2024-04-30 2.120
Low (YTD): 2024-09-13 0.500
52W High: 2023-09-27 3.180
52W Low: 2024-09-13 0.500
Avg. price 1W:   0.646
Avg. volume 1W:   0.000
Avg. price 1M:   0.643
Avg. volume 1M:   0.000
Avg. price 6M:   1.330
Avg. volume 6M:   38.760
Avg. price 1Y:   1.498
Avg. volume 1Y:   19.531
Volatility 1M:   126.88%
Volatility 6M:   114.87%
Volatility 1Y:   105.76%
Volatility 3Y:   -