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Soc. Generale Call 200 CVX 20.12..../  DE000SV455F9  /

Frankfurt Zert./SG
5/27/2024  1:05:59 PM Chg.+0.004 Bid5/27/2024 Ask5/27/2024 Underlying Strike price Expiration date Option type
0.087EUR +4.82% 0.087
Bid Size: 10,000		 0.098
Ask Size: 10,000		 Chevron Corporation 200.00 USD 12/20/2024 Call
 

Master data

WKN: SV455F
Issuer: Société Générale
Currency: EUR
Underlying: Chevron Corporation
Type: Warrant
Option type: Call
Strike price: 200.00 USD
Maturity: 12/20/2024
Issue date: 5/9/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 156.38
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.18
Parity: -3.90
Time value: 0.09
Break-even: 185.32
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 0.53
Spread abs.: 0.01
Spread %: 12.05%
Delta: 0.09
Theta: -0.01
Omega: 14.70
Rho: 0.07
 

Quote data

Open: 0.082
High: 0.087
Low: 0.082
Previous Close: 0.083
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -27.50%
1 Month
  -63.75%
3 Months
  -33.08%
YTD
  -56.50%
1 Year
  -88.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.082
1M High / 1M Low: 0.230 0.082
6M High / 6M Low: 0.240 0.082
High (YTD): 4/26/2024 0.240
Low (YTD): 5/23/2024 0.082
52W High: 9/27/2023 0.910
52W Low: 5/23/2024 0.082
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.139
Avg. volume 1M:   0.000
Avg. price 6M:   0.162
Avg. volume 6M:   0.000
Avg. price 1Y:   0.389
Avg. volume 1Y:   0.000
Volatility 1M:   175.46%
Volatility 6M:   176.65%
Volatility 1Y:   158.76%
Volatility 3Y:   -