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Soc. Generale Call 190 CVX 17.01..../  DE000SQ86UP8  /

Frankfurt Zert./SG
5/28/2024  7:11:57 PM Chg.+0.020 Bid5/28/2024 Ask5/28/2024 Underlying Strike price Expiration date Option type
0.200EUR +11.11% 0.200
Bid Size: 200,000		 0.210
Ask Size: 200,000		 Chevron Corporation 190.00 USD 1/17/2025 Call
 

Master data

WKN: SQ86UP
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 190.00 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: 72.62
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.18
Parity: -2.97
Time value: 0.20
Break-even: 176.93
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.36
Spread abs.: 0.01
Spread %: 5.26%
Delta: 0.17
Theta: -0.02
Omega: 12.60
Rho: 0.15
 

Quote data

Open: 0.180
High: 0.210
Low: 0.180
Previous Close: 0.180
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -13.04%
1 Month
  -58.33%
3 Months
  -25.93%
YTD
  -42.86%
1 Year
  -80.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.230 0.180
1M High / 1M Low: 0.460 0.180
6M High / 6M Low: 0.480 0.180
High (YTD): 4/26/2024 0.480
Low (YTD): 5/27/2024 0.180
52W High: 9/27/2023 1.310
52W Low: 5/27/2024 0.180
Avg. price 1W:   0.198
Avg. volume 1W:   0.000
Avg. price 1M:   0.288
Avg. volume 1M:   0.000
Avg. price 6M:   0.304
Avg. volume 6M:   0.000
Avg. price 1Y:   0.596
Avg. volume 1Y:   0.000
Volatility 1M:   136.94%
Volatility 6M:   152.52%
Volatility 1Y:   139.98%
Volatility 3Y:   -