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Soc. Generale Call 170 CVX 19.06..../  DE000SU55X50  /

Frankfurt Zert./SG
26/09/2024  13:19:50 Chg.-0.060 Bid26/09/2024 Ask26/09/2024 Underlying Strike price Expiration date Option type
0.670EUR -8.22% 0.670
Bid Size: 4,500		 0.690
Ask Size: 4,500		 Chevron Corporation 170.00 USD 19/06/2026 Call
 

Master data

WKN: SU55X5
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 19/06/2026
Issue date: 21/12/2023
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.25
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.18
Parity: -2.34
Time value: 0.75
Break-even: 160.24
Moneyness: 0.85
Premium: 0.24
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.35%
Delta: 0.38
Theta: -0.01
Omega: 6.55
Rho: 0.72
 

Quote data

Open: 0.710
High: 0.710
Low: 0.670
Previous Close: 0.730
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -17.28%
1 Month
  -31.63%
3 Months
  -55.92%
YTD
  -57.86%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.730
1M High / 1M Low: 0.980 0.640
6M High / 6M Low: 2.230 0.640
High (YTD): 26/04/2024 2.230
Low (YTD): 10/09/2024 0.640
52W High: - -
52W Low: - -
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   0.791
Avg. volume 1M:   0.000
Avg. price 6M:   1.424
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   112.92%
Volatility 6M:   94.29%
Volatility 1Y:   -
Volatility 3Y:   -