Soc. Generale Call 160 CVX 17.01.2025
/ DE000SQ86UL7
Soc. Generale Call 160 CVX 17.01..../ DE000SQ86UL7 /
| 6/17/2024 8:56:41 AM |
Chg.0.000 |
Bid6:49:27 PM |
Ask6:49:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
0.00% |
0.740
Bid Size: 150,000 |
0.750
Ask Size: 150,000 |
Chevron Corporation |
160.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
SQ86UL |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Chevron Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 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: |
19.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.69 |
| Time value: |
0.72 |
| Break-even: |
156.70 |
| Moneyness: |
0.95 |
| Premium: |
0.10 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
1.41% |
| Delta: |
0.46 |
| Theta: |
-0.03 |
| Omega: |
9.18 |
| Rho: |
0.35 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-21.59% |
| 1 Month |
|
|
-42.98% |
| 3 Months |
|
|
-37.27% |
| YTD |
|
|
-33.65% |
| 1 Year |
|
|
-66.01% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.690 |
| 1M High / 1M Low: |
1.280 |
0.690 |
| 6M High / 6M Low: |
1.540 |
0.670 |
| High (YTD): |
4/30/2024 |
1.540 |
| Low (YTD): |
1/23/2024 |
0.670 |
| 52W High: |
9/27/2023 |
2.670 |
| 52W Low: |
1/23/2024 |
0.670 |
| Avg. price 1W: |
|
0.822 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.972 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.058 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
1.418 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
159.71% |
| Volatility 6M: |
|
122.71% |
| Volatility 1Y: |
|
116.24% |
| Volatility 3Y: |
|
- |
