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

Frankfurt Zert./SG
6/24/2024  10:01:53 AM Chg.-0.020 Bid10:32:22 AM Ask10:32:22 AM Underlying Strike price Expiration date Option type
0.480EUR -4.00% 0.480
Bid Size: 6,300		 0.500
Ask Size: 6,300		 Chevron Corporation 170.00 USD 1/17/2025 Call
 

Master data

WKN: SQ86UM
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 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: 30.27
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -1.38
Time value: 0.48
Break-even: 163.86
Moneyness: 0.91
Premium: 0.13
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 2.13%
Delta: 0.35
Theta: -0.02
Omega: 10.60
Rho: 0.26
 

Quote data

Open: 0.460
High: 0.480
Low: 0.460
Previous Close: 0.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+14.29%
1 Month
  -20.00%
3 Months
  -26.15%
YTD
  -36.00%
1 Year
  -62.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.400
1M High / 1M Low: 0.720 0.400
6M High / 6M Low: 1.110 0.400
High (YTD): 4/26/2024 1.110
Low (YTD): 6/18/2024 0.400
52W High: 9/27/2023 2.130
52W Low: 6/18/2024 0.400
Avg. price 1W:   0.448
Avg. volume 1W:   0.000
Avg. price 1M:   0.524
Avg. volume 1M:   0.000
Avg. price 6M:   0.700
Avg. volume 6M:   0.000
Avg. price 1Y:   1.032
Avg. volume 1Y:   0.000
Volatility 1M:   172.45%
Volatility 6M:   139.40%
Volatility 1Y:   126.30%
Volatility 3Y:   -