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Soc. Generale Call 160 CVX 20.03..../  DE000SU5XER0  /

Frankfurt Zert./SG
21/06/2024  16:42:03 Chg.+0.070 Bid17:01:17 Ask17:01:17 Underlying Strike price Expiration date Option type
1.820EUR +4.00% 1.800
Bid Size: 100,000		 1.820
Ask Size: 100,000		 Chevron Corporation 160.00 USD 20/03/2026 Call
 

Master data

WKN: SU5XER
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 160.00 USD
Maturity: 20/03/2026
Issue date: 18/12/2023
Last trading day: 19/03/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.27
Leverage: Yes

Calculated values

Fair value: 1.69
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -0.31
Time value: 1.77
Break-even: 167.15
Moneyness: 0.98
Premium: 0.14
Premium p.a.: 0.08
Spread abs.: 0.02
Spread %: 1.14%
Delta: 0.61
Theta: -0.02
Omega: 5.08
Rho: 1.26
 

Quote data

Open: 1.730
High: 1.820
Low: 1.710
Previous Close: 1.750
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+16.67%
1 Month
  -10.34%
3 Months  
+1.11%
YTD  
+2.82%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.750 1.560
1M High / 1M Low: 2.070 1.560
6M High / 6M Low: 2.510 1.360
High (YTD): 26/04/2024 2.510
Low (YTD): 23/01/2024 1.360
52W High: - -
52W Low: - -
Avg. price 1W:   1.614
Avg. volume 1W:   0.000
Avg. price 1M:   1.787
Avg. volume 1M:   0.000
Avg. price 6M:   1.868
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   83.45%
Volatility 6M:   75.23%
Volatility 1Y:   -
Volatility 3Y:   -