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Soc. Generale Call 170 CVX 17.01..../  DE000SQ86UM5  /

Frankfurt Zert./SG
2024-05-24  9:50:55 PM Chg.+0.010 Bid9:59:58 PM Ask9:59:58 PM Underlying Strike price Expiration date Option type
0.600EUR +1.69% 0.600
Bid Size: 8,000		 0.610
Ask Size: 8,000		 Chevron Corporation 170.00 USD 2025-01-17 Call
 

Master data

WKN: SQ86UM
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2025-01-17
Issue date: 2023-02-16
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 23.84
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.13
Time value: 0.61
Break-even: 162.82
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.41
Theta: -0.02
Omega: 9.67
Rho: 0.34
 

Quote data

Open: 0.580
High: 0.620
Low: 0.580
Previous Close: 0.590
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.71%
1 Month
  -45.95%
3 Months
  -22.08%
YTD
  -20.00%
1 Year
  -62.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.760 0.590
1M High / 1M Low: 1.110 0.590
6M High / 6M Low: 1.110 0.440
High (YTD): 2024-04-26 1.110
Low (YTD): 2024-01-23 0.440
52W High: 2023-09-27 2.130
52W Low: 2024-01-23 0.440
Avg. price 1W:   0.656
Avg. volume 1W:   0.000
Avg. price 1M:   0.825
Avg. volume 1M:   0.000
Avg. price 6M:   0.727
Avg. volume 6M:   0.000
Avg. price 1Y:   1.116
Avg. volume 1Y:   0.000
Volatility 1M:   115.42%
Volatility 6M:   129.96%
Volatility 1Y:   120.58%
Volatility 3Y:   -